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Deckers Outdoor Corp 5493008LG4W3I6K8J118 Deckers Outdoor Corp 243537107 54.00000000 NS USD 20739.78000000 0.081946396472 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 Weyerhaeuser Co 962166104 1159.00000000 NS USD 39892.78000000 0.157623155418 Long EC US N 1 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834107 341.00000000 NS USD 17967.29000000 0.070991817168 Long EC CORP US N 1 N N N Alexion Pharmaceuticals Inc M1YXUUZR0EIMU8T0EM75 Alexion Pharmaceuticals Inc 015351109 589.00000000 NS USD 108205.19000000 0.427537100208 Long EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 44.00000000 NS USD 96275.96000000 0.380402684549 Long EC CORP US N 1 N N N Acushnet Holdings Corp 529900W5FI106H543E43 Acushnet Holdings Corp 005098108 170.00000000 NS USD 8398.00000000 0.033181925631 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933Y105 3100.00000000 NS USD 241087.00000000 0.952575720978 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 Colgate-Palmolive Co 194162103 1025.00000000 NS USD 83383.75000000 0.329463371206 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 Broadridge Financial Solutions Inc 11133T103 702.00000000 NS USD 113394.06000000 0.448039207668 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics Inc 74834L100 475.00000000 NS USD 62685.75000000 0.247682054616 Long EC CORP US N 1 N N N STERIS PLC N/A STERIS PLC 000000000 525.00000000 NS USD 108307.50000000 0.427941344410 Long EC CORP IE N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 Whirlpool Corp 963320106 490.00000000 NS USD 106829.80000000 0.422102700506 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 Waters Corp 941848103 322.00000000 NS USD 111286.42000000 0.439711563736 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457108 380.00000000 NS USD 87217.60000000 0.344611564298 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 Zillow Group Inc 98954M200 627.00000000 NS USD 76631.94000000 0.302785822111 Long EC CORP US N 1 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 Henry Schein Inc 806407102 1083.00000000 NS USD 80347.77000000 0.317467698120 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625H100 1045.00000000 NS USD 162539.30000000 0.642220405433 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135106 59.00000000 NS USD 202969.44000000 0.801966761561 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 HP Inc 40434L105 6402.00000000 NS USD 193276.38000000 0.763667833714 Long EC CORP US N 1 N N N CareTrust REIT Inc 5493001NVXE2B9GPLU96 CareTrust REIT Inc 14174T107 531.00000000 NS USD 12335.13000000 0.048738195560 Long EC US N 1 N N N Altice USA Inc 54930064K3612MGCER95 Altice USA Inc 02156K103 2602.00000000 NS USD 88832.28000000 0.350991439468 Long EC CORP US N 1 N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 Fair Isaac Corp 303250104 70.00000000 NS USD 35187.60000000 0.139032189373 Long EC CORP US N 1 N N N Corcept Therapeutics Inc 529900EO9LUTFMZ7FF90 Corcept Therapeutics Inc 218352102 253.00000000 NS USD 5566.00000000 0.021992212201 Long EC CORP US N 1 N N N Stride Inc 254900BRWS3AFONWU277 Stride Inc 86333M108 702.00000000 NS USD 22555.26000000 0.089119666578 Long EC CORP US N 1 N N N Alarm.com Holdings Inc 549300HIH92U1EKIHZ32 Alarm.com Holdings Inc 011642105 338.00000000 NS USD 28628.60000000 0.113116465365 Long EC CORP US N 1 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 IDEXX Laboratories Inc 45168D104 200.00000000 NS USD 126310.00000000 0.499072282274 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 Hologic Inc 436440101 1704.00000000 NS USD 113690.88000000 0.449211993946 Long EC CORP US N 1 N N N Mohawk Industries Inc 549300JI1115MG3Q6322 Mohawk Industries Inc 608190104 190.00000000 NS USD 36516.10000000 0.144281318714 Long EC CORP US N 1 N N N VMware Inc 549300BUDHS3LRWBE814 VMware Inc 928563402 1381.00000000 NS USD 220918.57000000 0.872886825483 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813109 399.00000000 NS USD 32119.50000000 0.126909604706 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122108 1595.00000000 NS USD 106577.90000000 0.421107400784 Long EC CORP US N 1 N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 Arrow Electronics Inc 042735100 1082.00000000 NS USD 123164.06000000 0.486642138535 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558103 1272.00000000 NS USD 87589.92000000 0.346082663911 Long EC CORP US N 1 N N N SPS Commerce Inc 2549006XVF9GCCETDQ72 SPS Commerce Inc 78463M107 579.00000000 NS USD 57813.15000000 0.228429583690 Long EC CORP US N 1 N N N 2021-07-29 Lattice Strategies Trust John Stanziani John Stanziani Assistant Treasurer XXXX NPORT-EX 2 NPORT_LS16_9522228583.htm HTML
     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.9%

 

  

Automobiles & Components - 1.4%

 

7,637   

Ford Motor Co.*

   $ 113,486  
3,571   

General Motors Co.*

     211,296  
113   

Gentherm, Inc.*

     8,029  
46   

Tesla, Inc.*

     31,266  
     

 

 

 
        364,077  
     

 

 

 
  

Banks - 3.9%

 

4,445   

Bank of America Corp.

     183,267  
1,785   

Citigroup, Inc.

     126,289  
949   

Citizens Financial Group, Inc.

     43,531  
2,128   

Fifth Third Bancorp

     81,353  
2,532   

First Interstate BancSystem, Inc. Class A

     105,914  
543   

Hilltop Holdings, Inc.

     19,765  
1,045   

JP Morgan Chase & Co.

     162,539  
152   

KeyCorp.

     3,139  
227   

PNC Financial Services Group, Inc.

     43,303  
1,994   

Regions Financial Corp.

     40,239  
189   

SVB Financial Group*

     105,165  
75   

Truist Financial Corp.

     4,162  
1,216   

U.S. Bancorp

     69,276  
     

 

 

 
        987,942  
     

 

 

 
  

Capital Goods - 1.9%

 

170   

BWX Technologies, Inc.

     9,880  
509   

General Dynamics Corp.

     95,824  
151   

Huntington Ingalls Industries, Inc.

     31,823  
228   

L3Harris Technologies, Inc.

     49,282  
304   

Lockheed Martin Corp.

     115,019  
119   

Northrop Grumman Corp.

     43,248  
157   

Teledyne Technologies, Inc.*

     65,756  
835   

Textron, Inc.

     57,423  
29   

TransDigm Group, Inc.*

     18,772  
     

 

 

 
        487,027  
     

 

 

 
  

Consumer Durables & Apparel - 3.2%

 

170   

Acushnet Holdings Corp.

     8,398  
969   

Century Communities, Inc.

     64,477  
54   

Deckers Outdoor Corp.*

     20,740  
627   

Garmin Ltd.

     90,689  
247   

Hanesbrands, Inc.

     4,611  
151   

Hasbro, Inc.

     14,273  
1,215   

Kontoor Brands, Inc.

     68,538  
1,767   

La-Z-Boy, Inc.

     65,450  
1,444   

Levi Strauss & Co. Class A

     40,028  
380   

Mattel, Inc.*

     7,638  
133   

Meritage Homes Corp.*

     12,513  
190   

Mohawk Industries, Inc.*

     36,516  
722   

NIKE, Inc. Class B

     111,542  
7   

NVR, Inc.*

     34,813  
643   

Sturm Ruger & Co., Inc.

     57,857  
988   

Tempur Sealy International, Inc.

     38,720  
626   

Tupperware Brands Corp.*

     14,867  
490   

Whirlpool Corp.

     106,830  
     

 

 

 
                 798,500  
     

 

 

 
  

Consumer Services - 1.7%

 

473   

Airbnb, Inc. Class A*

     72,435  
44   

Booking Holdings, Inc.*

     96,276  
645   

Boyd Gaming Corp.*

     39,661  
133   

Domino’s Pizza, Inc.

     62,043  
36   

Graham Holdings Co. Class B

     22,821  
341   

Las Vegas Sands Corp.*

     17,967  
512   

MGM Resorts International

     21,837  
702   

Stride, Inc.*

     22,555  


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
94   

Vail Resorts, Inc.*

   $ 29,753  
418   

Yum! Brands, Inc.

     48,083  
     

 

 

 
                 433,431  
     

 

 

 
  

Diversified Financials - 3.9%

 

1,310   

Ally Financial, Inc.

     65,290  
411   

Ameriprise Financial, Inc.

     102,290  
641   

Artisan Partners Asset Management, Inc. Class A

     32,576  
588   

Berkshire Hathaway, Inc. Class B*

     163,417  
19   

BlackRock, Inc.

     16,624  
284   

Charles Schwab Corp.

     20,678  
627   

Equitable Holdings, Inc.

     19,092  
424   

Evercore, Inc. Class A

     59,686  
246   

Franklin Resources, Inc.

     7,869  
56   

Goldman Sachs Group, Inc.

     21,254  
126   

Intercontinental Exchange, Inc.

     14,956  
2,013   

Invesco Ltd.

     53,807  
1,463   

Jefferies Financial Group, Inc.

     50,035  
759   

Morgan Stanley

     69,593  
209   

Nasdaq, Inc.

     36,742  
380   

OneMain Holdings, Inc.

     22,766  
99   

PJT Partners, Inc. Class A

     7,067  
683   

Raymond James Financial, Inc.

     88,722  
817   

SLM Corp.

     17,108  
80   

Stifel Financial Corp.

     5,189  
2,355   

Synchrony Financial

     114,265  
80   

Voya Financial, Inc.

     4,920  
     

 

 

 
        993,946  
     

 

 

 
  

Food & Staples Retailing - 1.5%

 

2,812   

Albertsons Cos., Inc. Class A

     55,284  
2,792   

Kroger Co.

     106,961  
1,329   

Sprouts Farmers Market, Inc.*

     33,026  
854   

Walgreens Boots Alliance, Inc.

     44,929  
988   

Walmart, Inc.

     139,328  
     

 

 

 
        379,528  
     

 

 

 
  

Food, Beverage & Tobacco - 1.1%

 

570   

Conagra Brands, Inc.

     20,737  
760   

Flowers Foods, Inc.

     18,392  
722   

General Mills, Inc.

     43,991  
342   

Hershey Co.

     59,570  
513   

JM Smucker Co.

     66,469  
418   

Kellogg Co.

     26,890  
702   

Tyson Foods, Inc. Class A

     51,779  
     

 

 

 
        287,828  
     

 

 

 
  

Health Care Equipment & Services - 13.2%

 

863   

Abbott Laboratories

     100,048  
65   

ABIOMED, Inc.*

     20,287  
85   

Addus HomeCare Corp.*

     7,415  
62   

Align Technology, Inc.*

     37,882  
90   

Amedisys, Inc.*

     22,044  
209   

AMN Healthcare Services, Inc.*

     20,269  
285   

Anthem, Inc.

     108,813  
697   

Avanos Medical, Inc.*

     25,350  
399   

Baxter International, Inc.

     32,120  
2,006   

Cardinal Health, Inc.

     114,523  
1,710   

Centene Corp.*

     124,710  
1,501   

Cerner Corp.

     117,318  
95   

Cigna Corp.

     22,522  
285   

Corvel Corp.*

     38,275  
1,710   

CVS Health Corp.

     142,682  
18   

Danaher Corp.

     4,830  
1,823   

DaVita, Inc.*

     219,544  
797   

Edwards Lifesciences Corp.*

     82,545  


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
740   

Globus Medical, Inc. Class A*

   $ 57,372  
360   

HCA Healthcare, Inc.

     74,426  
1,083   

Henry Schein, Inc.*

     80,348  
1,704   

Hologic, Inc.*

     113,691  
165   

Humana, Inc.

     73,049  
204   

ICU Medical, Inc.*

     41,983  
200   

IDEXX Laboratories, Inc.*

     126,310  
57   

Integra LifeSciences Holdings Corp.*

     3,890  
38   

Intuitive Surgical, Inc.*

     34,946  
665   

Laboratory Corp. of America Holdings*

     183,440  
360   

Masimo Corp.*

     87,282  
354   

McKesson Corp.

     67,699  
627   

Medtronic plc

     77,830  
342   

ModivCare, Inc.*

     58,164  
1,018   

Molina Healthcare, Inc.*

     257,615  
1,082   

NextGen Healthcare, Inc.*

     17,950  
357   

Novocure Ltd.*

     79,190  
275   

Omnicell, Inc.*

     41,649  
475   

Quest Diagnostics, Inc.

     62,686  
69   

ResMed, Inc.

     17,010  
2,906   

Select Medical Holdings Corp.

     122,808  
525   

STERIS plc

     108,307  
320   

Stryker Corp.

     83,114  
551   

UnitedHealth Group, Inc.

     220,642  
     

 

 

 
              3,332,578  
     

 

 

 
  

Household & Personal Products - 1.9%

 

1,842   

Central Garden & Pet Co. Class A*

     88,969  
139   

Clorox Co.

     25,007  
1,025   

Colgate-Palmolive Co.

     83,384  
399   

Kimberly-Clark Corp.

     53,378  
759   

Nu Skin Enterprises, Inc. Class A

     42,997  
702   

Procter & Gamble Co.

     94,721  
741   

Spectrum Brands Holdings, Inc.

     63,015  
303   

USANA Health Sciences, Inc.*

     31,036  
     

 

 

 
        482,507  
     

 

 

 
  

Insurance - 2.5%

 

721   

Aflac, Inc.

     38,689  
361   

Allstate Corp.

     47,089  
1,596   

CNA Financial Corp.

     72,602  
2,184   

CNO Financial Group, Inc.

     51,586  
398   

Fidelity National Financial, Inc.

     17,297  
1,006   

Mercury General Corp.

     65,340  
1,994   

MetLife, Inc.

     119,341  
930   

Principal Financial Group, Inc.

     58,767  
958   

Progressive Corp.

     94,085  
335   

Travelers Cos., Inc.

     50,153  
664   

Unum Group

     18,857  
     

 

 

 
        633,806  
     

 

 

 
  

Media & Entertainment - 10.1%

 

243   

Activision Blizzard, Inc.

     23,192  
112   

Alphabet, Inc. Class A*

     273,480  
2,602   

Altice USA, Inc. Class A*

     88,832  
475   

AMC Networks, Inc. Class A*

     31,730  
13,374   

ANGI Homeservices, Inc. Class A*

     180,816  
892   

Cargurus, Inc.*

     23,397  
108   

Charter Communications, Inc. Class A*

     77,917  
2,811   

Comcast Corp. Class A

     160,283  
1,686   

Discovery, Inc. Class A*

     51,726  
151   

Electronic Arts, Inc.

     21,718  
879   

Facebook, Inc. Class A*

     305,637  
437   

IAC/InterActiveCorp.*

     67,372  
114   

John Wiley & Sons, Inc. Class A

     6,861  
2,565   

Lions Gate Entertainment Corp. Class A*

     53,096  


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
228   

Madison Square Garden Entertainment Corp.*

   $ 19,145  
1,005   

Match Group, Inc.*

     162,056  
152   

Netflix, Inc.*

     80,288  
931   

News Corp. Class A

     23,992  
1,310   

Pinterest, Inc. Class A*

     103,425  
8,353   

QuinStreet, Inc.*

     155,199  
283   

Roku, Inc.*

     129,968  
911   

Snap, Inc. Class A*

     62,076  
415   

Take-Two Interactive Software, Inc.*

     73,463  
359   

Twitter, Inc.*

     24,703  
549   

ViacomCBS, Inc. Class B

     24,815  
510   

Walt Disney Co.*

     89,643  
75   

Warner Music Group Corp. Class A

     2,703  
2,279   

World Wrestling Entertainment, Inc. Class A

     131,931  
494   

Yelp, Inc.*

     19,740  
627   

Zillow Group, Inc. Class C*

     76,632  
     

 

 

 
              2,545,836  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 9.7%

 

2,106   

AbbVie, Inc.

     237,220  
475   

Agilent Technologies, Inc.

     70,210  
589   

Alexion Pharmaceuticals, Inc.*

     108,205  
373   

Amgen, Inc.

     90,919  
98   

Bio-Rad Laboratories, Inc. Class A*

     63,140  
766   

Blueprint Medicines Corp.*

     67,377  
1,595   

Bristol-Myers Squibb Co.

     106,578  
284   

Charles River Laboratories International, Inc.*

     105,057  
253   

Corcept Therapeutics, Inc.*

     5,566  
380   

Eli Lilly & Co.

     87,218  
1,272   

Gilead Sciences, Inc.

     87,590  
418   

Horizon Therapeutics plc*

     39,142  
968   

Ironwood Pharmaceuticals, Inc.*

     12,458  
798   

Jazz Pharmaceuticals plc*

     141,757  
1,415   

Johnson & Johnson

     233,107  
3,100   

Merck & Co., Inc.

     241,087  
86   

Mettler-Toledo International, Inc.*

     119,139  
2,032   

Pfizer, Inc.

     79,573  
90   

PRA Health Sciences, Inc.*

     14,869  
156   

Regeneron Pharmaceuticals, Inc.*

     87,132  
988   

Supernus Pharmaceuticals, Inc.*

     30,421  
71   

Thermo Fisher Scientific, Inc.

     35,817  
902   

United Therapeutics Corp.*

     161,828  
4,294   

Viatris, Inc.

     61,361  
322   

Waters Corp.*

     111,287  
323   

Zoetis, Inc.

     60,194  
     

 

 

 
        2,458,252  
     

 

 

 
  

Real Estate - 1.5%

 

2,583   

Apple Hospitality, Inc. REIT

     39,416  
531   

CareTrust, Inc. REIT

     12,335  
1,215   

CBRE Group, Inc. Class A*

     104,162  
3,667   

Medical Properties Trust, Inc. REIT

     73,707  
76   

Public Storage REIT

     22,852  
2,831   

VICI Properties, Inc. REIT

     87,818  
1,159   

Weyerhaeuser Co., REIT

     39,893  
     

 

 

 
        380,183  
     

 

 

 
  

Retailing - 10.9%

 

59   

Amazon.com, Inc.*

     202,969  
1,121   

Best Buy Co., Inc.

     128,893  
550   

Big Lots, Inc.

     36,305  
703   

Buckle, Inc.

     34,974  
322   

Chewy, Inc. Class A*

     25,667  
437   

Dollar General Corp.

     94,562  
893   

Dollar Tree, Inc.*

     88,853  
360   

DoorDash, Inc. Class A*

     64,199  


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
3,001   

eBay, Inc.

   $ 210,700  
342   

Etsy, Inc.*

     70,397  
1,633   

Hibbett Sports, Inc.*

     146,366  
703   

Home Depot, Inc.

     224,180  
893   

Lowe’s Cos., Inc.

     173,215  
18,521   

Qurate Retail, Inc.

     242,440  
2,394   

Rent-A-Center, Inc.

     127,050  
4,932   

Revolve Group, Inc.*

     339,815  
1,386   

Shutterstock, Inc.

     136,064  
284   

Sleep Number Corp.*

     31,226  
114   

Stamps.com, Inc.*

     22,833  
1,110   

Target Corp.

     268,331  
379   

Tractor Supply Co.

     70,517  
82   

Wayfair, Inc. Class A*

     25,888  
     

 

 

 
              2,765,444  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.1%

 

266   

Analog Devices, Inc.

     45,795  
321   

Broadcom, Inc.

     153,066  
1,129   

Diodes, Inc.*

     90,060  
38   

First Solar, Inc.*

     3,439  
2,013   

Intel Corp.

     113,010  
1,444   

Maxim Integrated Products, Inc.

     152,140  
1,803   

Micron Technology, Inc.*

     153,219  
38   

NXP Semiconductors N.V.

     7,817  
2,356   

ON Semiconductor Corp.*

     90,188  
285   

Qorvo, Inc.*

     55,760  
1,062   

QUALCOMM, Inc.

     151,792  
399   

Synaptics, Inc.*

     62,076  
912   

Texas Instruments, Inc.

     175,378  
171   

Xilinx, Inc.

     24,733  
     

 

 

 
        1,278,473  
     

 

 

 
  

Software & Services - 14.4%

 

171   

Adobe, Inc.*

     100,144  
338   

Alarm.com Holdings, Inc.*

     28,629  
242   

Altair Engineering, Inc. Class A*

     16,691  
731   

Appfolio, Inc. Class A*

     103,217  
181   

Autodesk, Inc.*

     52,834  
373   

Automatic Data Processing, Inc.

     74,085  
702   

Broadridge Financial Solutions, Inc.

     113,394  
836   

Cadence Design Systems, Inc.*

     114,381  
322   

Citrix Systems, Inc.

     37,761  
113   

Cloudflare, Inc. Class A*

     11,960  
1,310   

CommVault Systems, Inc.*

     102,403  
158   

Crowdstrike Holdings, Inc. Class A*

     39,707  
1,450   

CSG Systems International, Inc.

     68,411  
892   

ExlService Holdings, Inc.*

     94,784  
70   

Fair Isaac Corp.*

     35,188  
494   

Fortinet, Inc.*

     117,666  
16   

HubSpot, Inc.*

     9,323  
222   

Intuit, Inc.

     108,818  
892   

j2 Global, Inc.*

     122,695  
490   

MAXIMUS, Inc.

     43,105  
709   

Microsoft Corp.

     192,068  
9,118   

Nortonlifelock, Inc.

     248,192  
779   

Nuance Communications, Inc.*

     42,409  
2,887   

Oracle Corp.

     224,724  
237   

Palo Alto Networks, Inc.*

     87,939  
1,305   

Paychex, Inc.

     140,026  
34   

Paycom Software, Inc.*

     12,358  
3,172   

Progress Software Corp.

     146,705  
237   

PTC, Inc.*

     33,479  
147   

ServiceNow, Inc.*

     80,784  
579   

SPS Commerce, Inc.*

     57,813  


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
1,709   

SS&C Technologies Holdings, Inc.

   $ 123,150  
4,538   

Sykes Enterprises, Inc.*

     243,691  
359   

Synopsys, Inc.*

     99,009  
2,242   

Teradata Corp.*

     112,033  
827   

TTEC Holdings, Inc.

     85,255  
85   

Tyler Technologies, Inc.*

     38,451  
248   

Verint Systems, Inc.*

     11,177  
56   

Visa, Inc. Class A

     13,094  
1,381   

VMware, Inc. Class A*

     220,919  
703   

Western Union Co.

     16,148  
94   

Zendesk, Inc.*

     13,568  
38   

Zscaler, Inc.*

     8,210  
     

 

 

 
        3,646,398  
     

 

 

 
  

Technology Hardware & Equipment - 8.4%

 

1,025   

Apple, Inc.

     140,384  
1,082   

Arrow Electronics, Inc.*

     123,164  
2,318   

Dell Technologies, Inc.*

     231,035  
535   

ePlus, Inc.*

     46,379  
8,225   

Hewlett Packard Enterprise Co.

     119,920  
6,402   

HP, Inc.

     193,276  
1,003   

Insight Enterprises, Inc.*

     100,310  
4,730   

NCR Corp.*

     215,735  
3,021   

NetApp, Inc.

     247,178  
450   

Plexus Corp.*

     41,135  
1,520   

Sanmina Corp.*

     59,219  
2,641   

Seagate Technology Holdings plc

     232,223  
3,970   

Super Micro Computer, Inc.*

     139,665  
189   

TE Connectivity Ltd.

     25,555  
418   

Western Digital Corp.*

     29,749  
7,446   

Xerox Holdings Corp.

     174,907  
     

 

 

 
              2,119,834  
     

 

 

 
  

Telecommunication Services - 2.0%

 

4,388   

AT&T, Inc.

     126,287  
1,310   

T-Mobile U.S., Inc.*

     189,727  
3,490   

Verizon Communications, Inc.

     195,545  
     

 

 

 
        511,559  
     

 

 

 
  

Transportation - 0.4%

 

114   

J.B. Hunt Transport Services, Inc.

     18,576  
141   

Landstar System, Inc.

     22,281  
912   

Ryder System, Inc.

     67,789  
     

 

 

 
        108,646  
     

 

 

 
  

Utilities - 1.2%

 

29   

Duke Energy Corp.

     2,863  
258   

Edison International

     14,918  
1,843   

Exelon Corp.

     81,663  
3,660   

NRG Energy, Inc.

     147,498  
988   

PPL Corp.

     27,634  
412   

Southern Co.

     24,930  
     

 

 

 
        299,506  
     

 

 

 
  

Total Common Stocks
(cost $25,012,452)

   $ 25,295,301  
     

 

 

 


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

  

Total Investments
(cost $25,012,452)

     99.9%      $ 25,295,301  
   Other Assets and Liabilities      0.1%        13,658  
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $     25,308,959  
     

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

 

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:                 
REIT    Real Estate Investment Trust


     
    Hartford Longevity Economy ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 364,077      $ 364,077      $ —       $ —   

Banks

     987,942        987,942        —         —   

Capital Goods

     487,027        487,027        —         —   

Consumer Durables & Apparel

     798,500        798,500        —         —   

Consumer Services

     433,431        433,431        —         —   

Diversified Financials

     993,946        993,946        —         —   

Food & Staples Retailing

     379,528        379,528        —         —   

Food, Beverage & Tobacco

     287,828        287,828        —         —   

Health Care Equipment & Services

     3,332,578        3,332,578        —         —   

Household & Personal Products

     482,507        482,507        —         —   

Insurance

     633,806        633,806        —         —   

Media & Entertainment

     2,545,836        2,545,836        —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     2,458,252        2,458,252        —         —   

Real Estate

     380,183        380,183        —         —   

Retailing

     2,765,444        2,765,444        —         —   

Semiconductors & Semiconductor Equipment

     1,278,473        1,278,473        —         —   

Software & Services

     3,646,398        3,646,398        —         —   

Technology Hardware & Equipment

     2,119,834        2,119,834        —         —   

Telecommunication Services

     511,559        511,559        —         —   

Transportation

     108,646        108,646        —         —   

Utilities

     299,506        299,506        —         —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

Total

   $         25,295,301      $         25,295,301      $                 —       $                 —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

(1) For the period ended June 30, 2021, there were no transfers in and out of Level 3.


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.4%

 

  

Australia - 8.8%

 

1,145,550   

AGL Energy Ltd.

   $ 7,052,179  
182,848   

Ansell Ltd.

     5,972,756  
3,577   

ASX Ltd.

     208,685  
614,518   

Aurizon Holdings Ltd.

     1,716,220  
1,405,513   

AusNet Services

     1,846,581  
331,464   

Australia & New Zealand Banking Group Ltd.

     7,005,034  
393,880   

Bendigo & Adelaide Bank Ltd.

     3,101,951  
295,116   

BHP Group Ltd.

     10,761,091  
681,538   

BlueScope Steel Ltd.

     11,236,159  
9,595   

Commonwealth Bank of Australia

     719,408  
218,022   

Computershare Ltd.

     2,766,193  
29,744   

CSL Ltd.

     6,368,382  
1,376,742   

Dexus REIT

     11,028,398  
350,389   

Endeavour Group Ltd.*

     1,654,613  
442,843   

Evolution Mining Ltd.

     1,496,090  
797,187   

Fortescue Metals Group Ltd.

     13,968,717  
69,579   

GPT Group REIT

     255,959  
1,023,065   

Harvey Norman Holdings Ltd.

     4,209,003  
241,292   

JB Hi-Fi Ltd.

     9,162,568  
920,084   

Medibank Pvt Ltd.

     2,182,780  
1,438,410   

Metcash Ltd.

     4,308,747  
318,094   

Mineral Resources Ltd.

     12,831,215  
1,093,405   

Mirvac Group REIT

     2,396,952  
117,896   

Premier Investments Ltd.

     2,526,973  
19,071   

Pro Medicus Ltd.

     840,727  
67,435   

Reece Ltd.

     1,195,300  
355,211   

Sonic Healthcare Ltd.

     10,240,309  
98,775   

Suncorp Group Ltd.

     823,866  
2,581,225   

Telstra Corp. Ltd.

     7,286,335  
95,327   

Washington H Soul Pattinson & Co., Ltd.(1)

     2,413,947  
315,407   

Wesfarmers Ltd.

     13,994,399  
347,941   

Woolworths Group Ltd.

     9,960,195  
     

 

 

 
               171,531,732  
     

 

 

 
  

Austria - 0.4%

 

59,275   

Andritz AG

     3,330,542  
3,850   

Mayr Melnhof Karton AG

     820,003  
34,690   

Oesterreichische Post AG

     1,845,079  
97,160   

UNIQA Insurance Group AG

     845,730  
28,464   

Vienna Insurance Group AG Wiener Versicherung Gruppe

     781,439  
     

 

 

 
        7,622,793  
     

 

 

 
  

Belgium - 1.3%

 

8,794   

Ackermans & van Haaren N.V.

     1,485,063  
156,137   

Ageas S.A.

     8,665,627  
5,879   

Cofinimmo S.A. REIT

     895,193  
74,767   

Etablissements Franz Colruyt N.V.

     4,181,499  
22,785   

Groupe Bruxelles Lambert S.A.

     2,549,137  
261,012   

Proximus S.A.

     5,042,313  
22,556   

UCB S.A.

     2,358,207  
4,040   

VGP N.V.

     797,229  
     

 

 

 
        25,974,268  
     

 

 

 
  

Canada - 11.2%

 

86,814   

Algonquin Power & Utilities Corp.(1)

     1,294,884  
216,829   

Alimentation Couche-Tard, Inc. Class B

     7,975,903  
46,870   

Atco Ltd. Class I

     1,663,898  
436,824   

B2Gold Corp.

     1,834,357  
76,097   

Bank of Montreal

     7,808,193  
60,798   

Bank of Nova Scotia

     3,958,277  
127,439   

Barrick Gold Corp.

     2,638,727  
233,042   

BCE, Inc.

     11,504,367  
56,230   

Cameco Corp.

     1,078,919  
137,303   

Canadian Apartment Properties REIT

     6,444,359  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
14,140   

Canadian Imperial Bank of Commerce

   $ 1,611,318  
2,983   

Canadian National Railway Co.

     315,066  
195,186   

Canadian Solar, Inc.*(1)

     8,752,140  
29,433   

Canadian Tire Corp. Ltd. Class A

     4,662,503  
52,214   

Capital Power Corp.

     1,726,692  
87,735   

CGI, Inc.*

     7,962,963  
1,230   

Constellation Software, Inc.

     1,864,826  
77,956   

Emera, Inc.

     3,540,536  
199,487   

Empire Co., Ltd. Class A

     6,298,911  
11,720   

Enghouse Systems Ltd.

     522,351  
105,701   

Finning International, Inc.

     2,769,924  
65,066   

Fortis, Inc.

     2,883,123  
70,489   

George Weston Ltd.

     6,725,572  
244,672   

Great-West Lifeco, Inc.(1)

     7,275,154  
180,167   

Hydro One Ltd.(2)

     4,359,043  
74,309   

iA Financial Corp., Inc.

     4,050,000  
25,614   

IGM Financial, Inc.

     905,167  
1,047,006   

Kinross Gold Corp.

     6,645,778  
1,488   

Linamar Corp.

     93,428  
237,869   

Loblaw Cos., Ltd.

     14,654,790  
17,130   

Magna International, Inc.

     1,587,669  
124,838   

Manulife Financial Corp.

     2,459,862  
187,649   

Metro, Inc.

     9,005,879  
112,508   

Northland Power, Inc.

     3,842,335  
44,797   

Open Text Corp.

     2,277,292  
97,381   

Parkland Corp.(1)

     3,150,354  
184,465   

Power Corp. of Canada

     5,836,501  
165,802   

Quebecor, Inc. Class B

     4,426,564  
112,858   

Rogers Communications, Inc. Class B

     6,006,091  
124,284   

Royal Bank of Canada

     12,605,045  
79,916   

Saputo, Inc.(1)

     2,385,928  
98,318   

Shaw Communications, Inc. Class B

     2,851,166  
76,389   

Stantec, Inc.

     3,411,997  
67,839   

Sun Life Financial, Inc.

     3,501,792  
37,134   

TC Energy Corp.

     1,839,457  
384,741   

TELUS Corp.

     8,637,487  
50,184   

Toromont Industries Ltd.

     4,376,865  
56,435   

Toronto-Dominion Bank

     3,959,064  
115,462   

Tourmaline Oil Corp.

     3,303,576  
     

 

 

 
               219,286,093  
     

 

 

 
  

China - 0.6%

  
636,500   

Kerry Logistics Network Ltd.

     1,930,191  
9,815,800   

Yangzijiang Shipbuilding Holdings Ltd.

     10,296,294  
     

 

 

 
        12,226,485  
     

 

 

 
  

Denmark - 2.1%

  
5,291   

Carlsberg A/S Class B

     986,385  
60,331   

Coloplast A/S Class B

     9,900,343  
4,418   

GN Store Nord A/S

     385,960  
134,258   

H. Lundbeck A/S

     4,271,471  
184,094   

Novo Nordisk A/S Class B

     15,424,961  
59,791   

Pandora A/S

     8,038,181  
3,619   

Rockwool International A/S Class B

     1,762,016  
7,956   

SimCorp A/S

     998,790  
     

 

 

 
        41,768,107  
     

 

 

 
  

Finland - 1.1%

  
15,492   

Elisa Oyj

     924,478  
239,590   

Kesko Oyj Class B

     8,850,647  
56,373   

Kone Oyj Class B

     4,599,471  
57,046   

Metsa Board Oyj

     586,871  
25,174   

Nokian Renkaat Oyj

     1,016,524  
102,283   

Orion Oyj Class B

     4,397,033  
     

 

 

 
        20,375,024  
     

 

 

 


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
  

France - 5.7%

  
19,444   

Arkema S.A.

   $ 2,439,605  
55,332   

Atos SE

     3,366,216  
35,069   

AXA S.A.

     889,367  
52,164   

BioMerieux

     6,062,409  
337,243   

Bollore S.A.

     1,807,714  
330,932   

Bouygues S.A.

     12,240,592  
387,481   

Carrefour S.A.

     7,621,039  
52,798   

Cie Generale des Etablissements Michelin SCA

     8,421,473  
57,616   

Danone S.A.

     4,056,565  
2,263   

Dassault Aviation S.A.

     2,662,224  
43,292   

Eiffage S.A.

     4,404,973  
867,863   

Electricite de France S.A.

     11,856,375  
7,813   

Faurecia SE

     383,311  
19,293   

Gaztransport Et Technigaz S.A.

     1,558,099  
9,577   

Gecina S.A. REIT

     1,467,372  
25,767   

Iliad S.A.

     3,770,746  
4,952   

L’Oreal S.A.

     2,206,916  
550,375   

Orange S.A.(1)

     6,275,615  
35,036   

Publicis Groupe S.A.

     2,241,165  
82,544   

Rubis SCA(1)

     3,669,858  
88,500   

Sanofi

     9,273,577  
6,223   

Sartorius Stedim Biotech

     2,943,826  
13,402   

SEB S.A.

     2,422,160  
23,003   

Societe BIC S.A.

     1,598,565  
3,557   

Sodexo S.A.*

     331,976  
179,830   

Suez(1)

     4,275,873  
2,879   

Trigano S.A.

     594,755  
75,964   

Vivendi S.A.(1)

     2,552,129  
     

 

 

 
               111,394,495  
     

 

 

 
  

Germany - 5.0%

  
76,291   

ADO Properties S.A.(2)

     2,006,703  
20,054   

Allianz SE

     5,001,365  
207,467   

Alstria Office AG REIT

     3,835,689  
371,097   

Aroundtown S.A.

     2,895,754  
35,175   

Aurubis AG

     3,260,370  
41,247   

Brenntag AG

     3,835,902  
29,470   

Covestro AG(2)

     1,903,295  
47,930   

Deutsche Post AG

     3,260,355  
446,727   

Deutsche Telekom AG

     9,436,331  
117,538   

Deutsche Wohnen SE

     7,189,653  
88,986   

Fresenius Medical Care AG & Co. KGaA

     7,391,220  
55,601   

Fresenius SE & Co. KGaA

     2,900,910  
3,409   

Gerresheimer AG

     376,985  
78,558   

Lanxess AG

     5,386,625  
20,266   

LEG Immobilien AG

     2,918,864  
83,400   

Merck KGaA

     15,992,794  
9,926   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     2,718,570  
64,829   

Software AG

     2,916,856  
196,590   

TAG Immobilien AG

     6,238,725  
21,413   

Talanx AG*

     875,574  
1,612,450   

Telefonica Deutschland Holding AG

     4,254,657  
80,655   

Uniper SE

     2,970,852  
3,571   

United Internet AG

     146,018  
9,120   

Vonovia SE

     589,656  
     

 

 

 
        98,303,723  
     

 

 

 
  

Hong Kong - 4.9%

  
799,000   

BOC Hong Kong Holdings Ltd.

     2,711,055  
874,688   

Champion REIT

     492,204  
1,803,120   

Chow Tai Fook Jewellery Group Ltd.

     4,118,976  
658,500   

CK Asset Holdings Ltd.

     4,544,976  
518,500   

CK Hutchison Holdings Ltd.

     4,039,384  
390,980   

CLP Holdings Ltd.

     3,866,578  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
555,333   

Dairy Farm International Holdings Ltd.

   $ 2,354,612  
371,000   

Hang Lung Group Ltd.

     945,911  
587,000   

Hang Lung Properties Ltd.

     1,425,577  
427,310   

Hang Seng Bank Ltd.

     8,534,260  
982,000   

Henderson Land Development Co., Ltd.

     4,653,399  
1,543,609   

HK Electric Investments & HK Electric Investments Ltd.

     1,564,311  
552,000   

Hysan Development Co., Ltd.

     2,199,939  
5,226   

Jardine Matheson Holdings Ltd.

     334,046  
842,500   

Kerry Properties Ltd.

     2,777,288  
389,750   

New World Development Co., Ltd.

     2,025,073  
1,017,000   

NWS Holdings Ltd.

     1,081,713  
68,000   

Orient Overseas International Ltd.

     1,472,807  
3,634,770   

PCCW Ltd.

     1,904,945  
134,000   

Power Assets Holdings Ltd.

     822,202  
2,220,000   

Sino Land Co., Ltd.

     3,499,012  
1,774,000   

SITC International Holdings Co., Ltd.

     7,412,749  
597,500   

Sun Hung Kai Properties Ltd.

     8,901,891  
939,600   

Swire Properties Ltd.

     2,800,948  
9,608,292   

WH Group Ltd.(2)

     8,636,000  
2,566,000   

Xinyi Glass Holdings Ltd.

     10,457,825  
984,111   

Yue Yuen Industrial Holdings Ltd.*

     2,430,545  
     

 

 

 
        96,008,226  
     

 

 

 
  

Ireland - 0.5%

  
34,788   

ICON plc*(1)

     7,191,027  
16,325   

Kerry Group plc Class A

     2,280,588  
     

 

 

 
        9,471,615  
     

 

 

 
  

Israel - 1.2%

  
188,138   

Bank Leumi Le-Israel BM*

     1,429,583  
3,654,198   

Bezeq The Israeli Telecommunication Corp. Ltd.*

     3,981,097  
60,914   

Check Point Software Technologies Ltd.*

     7,073,943  
65,620   

First International Bank of Israel Ltd.*

     2,102,418  
1   

Isracard Ltd.*

     3  
737,168   

Israel Chemicals Ltd.

     5,001,929  
39,631   

Strauss Group Ltd.

     1,109,814  
10,763   

Taro Pharmaceutical Industries Ltd.*

     774,505  
76,966   

Tower Semiconductor Ltd.*

     2,272,723  
     

 

 

 
                 23,746,015  
     

 

 

 
  

Italy - 2.6%

  
1,288,035   

A2A S.p.A.

     2,633,378  
280,267   

Assicurazioni Generali S.p.A.

     5,618,694  
48,849   

De’ Longhi S.p.A.

     2,128,350  
32,421   

DiaSorin S.p.A.

     6,132,469  
613,945   

Enel S.p.A.

     5,702,305  
212,161   

Freni Brembo S.p.A.

     2,687,108  
900,972   

Hera S.p.A.

     3,722,526  
23,579   

Interpump Group S.p.A.

     1,396,440  
592,374   

Iren S.p.A.

     1,690,207  
320,777   

Italgas S.p.A.

     2,096,818  
179,970   

Prysmian S.p.A.

     6,451,884  
244,672   

Snam S.p.A.

     1,414,514  
427,406   

Terna Rete Elettrica Nazionale S.p.A.

     3,185,115  
783,005   

Unipol Gruppo S.p.A.

     4,263,975  
631,255   

UnipolSai Assicurazioni S.p.A.

     1,832,587  
     

 

 

 
        50,956,370  
     

 

 

 
  

Japan - 21.2%

  
36,305   

ABC-Mart, Inc.

     2,083,637  
150,059   

Aeon Co., Ltd.

     4,035,734  
181,500   

Air Water, Inc.

     2,793,062  
37,400   

Ajinomoto Co., Inc.

     971,814  
170,782   

Alfresa Holdings Corp.

     2,552,729  
141,300   

Amada Co., Ltd.

     1,429,677  
53,988   

Aozora Bank Ltd.

     1,208,759  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
27,600   

AS One Corp.

   $ 3,608,217  
607,265   

Astellas Pharma, Inc.

     10,584,324  
164,800   

Azbil Corp.

     6,837,589  
16,459   

Bandai Namco Holdings, Inc.

     1,143,040  
48,600   

Bank of Kyoto Ltd.

     2,206,902  
188,797   

Bic Camera, Inc.

     1,903,449  
288,693   

Bridgestone Corp.

              13,148,420  
373,200   

Brother Industries Ltd.

     7,454,585  
78,497   

Canon Marketing Japan, Inc.

     1,826,811  
280,503   

Canon, Inc.

     6,351,059  
43,900   

Chubu Electric Power Co., Inc.

     537,131  
34,000   

COMSYS Holdings Corp.

     941,977  
26,600   

Create SD Holdings Co., Ltd.

     790,882  
104,500   

Daio Paper Corp.

     1,731,467  
12,800   

Daito Trust Construction Co., Ltd.

     1,401,207  
94,100   

Daiwa House Industry Co., Ltd.

     2,827,494  
373,017   

Daiwa Securities Group, Inc.

     2,050,434  
6,800   

Ebara Corp.

     335,129  
64,200   

Ezaki Glico Co., Ltd.

     2,394,702  
91,200   

Fuji Corp.

     2,088,750  
146,520   

FUJIFILM Holdings Corp.

     10,876,460  
76,448   

Fujitsu Ltd.

     14,326,682  
21,200   

GS Yuasa Corp.

     541,508  
383,800   

Haseko Corp.

     5,263,029  
32,900   

Hisamitsu Pharmaceutical Co., Inc.

     1,621,434  
114,873   

Hitachi Ltd.

     6,583,540  
224,800   

Honda Motor Co., Ltd.

     7,190,197  
21,821   

Hoya Corp.

     2,895,967  
190,000   

Iida Group Holdings Co., Ltd.

     4,895,937  
308,771   

ITOCHU Corp.

     8,902,308  
157,700   

Iwatani Corp.

     9,462,853  
8,500   

Izumi Co., Ltd.

     320,119  
220,700   

Japan Post Bank Co., Ltd.

     1,855,240  
244,281   

Japan Post Holdings Co., Ltd.

     2,003,505  
94,700   

Japan Post Insurance Co., Ltd.

     1,752,534  
107,200   

Japan Tobacco, Inc.

     2,026,842  
377,248   

K’s Holdings Corp.

     4,340,442  
436,600   

Kajima Corp.

     5,534,699  
57,249   

Kaken Pharmaceutical Co., Ltd.

     2,455,223  
61,100   

Kaneka Corp.

     2,463,488  
316,351   

KDDI Corp.

     9,876,171  
133,100   

Kewpie Corp.

     2,989,623  
136,700   

Kinden Corp.

     2,234,200  
62,500   

Kyowa Exeo Corp.

     1,540,116  
76,022   

Lawson, Inc.

     3,520,615  
34,800   

Matsumotokiyoshi Holdings Co., Ltd.

     1,537,922  
189,950   

Medipal Holdings Corp.

     3,631,624  
66,616   

MEIJI Holdings Co., Ltd.

     3,991,318  
45,800   

Mitsubishi Corp.

     1,249,504  
178,000   

Mitsubishi Electric Corp.

     2,586,044  
17,200   

Mitsubishi Heavy Industries Ltd.

     506,593  
377,676   

Mitsubishi UFJ Lease & Finance Co., Ltd.

     2,024,662  
40,900   

Mitsui & Co., Ltd.

     921,438  
175,400   

Mitsui Chemicals, Inc.

     6,060,537  
62,900   

Morinaga Milk Industry Co., Ltd.

     3,281,296  
125,417   

NEC Corp.

     6,463,512  
113,300   

NEC Networks & System Integration Corp.

     1,791,526  
104,375   

Nihon Kohden Corp.

     2,981,068  
11,100   

Nihon Unisys Ltd.

     334,030  
3,200   

Nintendo Co., Ltd.

     1,863,087  
63,481   

Nippo Corp.

     1,810,229  
320,606   

Nippon Telegraph & Telephone Corp.

     8,361,060  
48,100   

Nippon Yusen KK

     2,439,887  
29,700   

Nomura Research Institute Ltd.

     983,399  
188,300   

Obayashi Corp.

     1,498,053  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
62,100   

Open House Co., Ltd.

   $ 2,920,642  
17,200   

Oracle Corp. Japan

     1,317,236  
271,300   

ORIX Corp.

     4,581,961  
336,551   

Osaka Gas Co., Ltd.

     6,273,755  
10,100   

Otsuka Corp.

     530,525  
6,100   

PALTAC Corp.

     316,569  
46,400   

Pan Pacific International Holdings Corp.

     964,036  
489,000   

Panasonic Corp.

     5,663,659  
17,800   

Persol Holdings Co., Ltd.

     352,023  
94,366   

Resona Holdings, Inc.

     363,214  
48,600   

Rinnai Corp.

     4,628,363  
161,600   

Santen Pharmaceutical Co., Ltd.

     2,227,660  
227,700   

Sanwa Holdings Corp.

     2,798,295  
58,868   

Sawai Group Holdings Co., Ltd.

     2,625,431  
11,200   

Secom Co., Ltd.

     852,084  
18,500   

Seiko Epson Corp.

     325,696  
219,900   

Seino Holdings Co., Ltd.

     2,821,314  
255,465   

Sekisui Chemical Co., Ltd.

     4,370,917  
377,748   

Sekisui House Ltd.

     7,754,742  
174,889   

Seven & i Holdings Co., Ltd.

     8,346,581  
73,040   

Shimamura Co., Ltd.

     7,015,104  
398,428   

Shimizu Corp.

     3,058,480  
53,100   

Shionogi & Co., Ltd.

     2,770,539  
112,500   

Ship Healthcare Holdings, Inc.

     2,628,277  
136,558   

Skylark Holdings Co., Ltd.*

     1,898,450  
35,000   

Sompo Holdings, Inc.

     1,294,801  
376,793   

Subaru Corp.

     7,439,786  
65,917   

Sugi Holdings Co., Ltd.

     4,810,593  
106,000   

Sumitomo Electric Industries Ltd.

     1,565,312  
256,629   

Sumitomo Forestry Co., Ltd.

     4,705,289  
41,800   

Sumitomo Heavy Industries Ltd.

     1,152,428  
117,400   

Sumitomo Rubber Industries Ltd.

     1,621,535  
71,900   

Sundrug Co., Ltd.

     2,286,756  
22,907   

Suntory Beverage & Food Ltd.

     862,702  
75,582   

Suzuken Co., Ltd.

     2,216,591  
15,400   

Sysmex Corp.

     1,831,516  
52,800   

Taisei Corp.

     1,731,615  
36,000   

Taisho Pharmaceutical Holdings Co., Ltd.

     1,929,904  
319,000   

Teijin Ltd.

     4,865,907  
88,011   

Toho Gas Co., Ltd.

     4,313,721  
188,400   

Tohoku Electric Power Co., Inc.

     1,476,782  
86,400   

Tokio Marine Holdings, Inc.

     3,976,315  
276,196   

Tokyo Gas Co., Ltd.

     5,218,335  
103,500   

Tosoh Corp.

     1,786,702  
33,219   

Toyo Suisan Kaisha Ltd.

     1,279,496  
214,900   

Toyota Boshoku Corp.

     4,447,475  
125,900   

TS Tech Co., Ltd.

     1,945,387  
63,947   

Tsumura & Co.

     2,013,648  
1,459,157   

Yamada Denki Co., Ltd.

     6,744,279  
129,446   

Yamaha Motor Co., Ltd.

     3,522,181  
189,880   

Yamazaki Baking Co., Ltd.

     2,679,089  
35,300   

Yaoko Co., Ltd.

     2,025,957  
80,653   

Zensho Holdings Co., Ltd.

     2,073,187  
     

 

 

 
               414,251,344  
     

 

 

 
  

Luxembourg - 0.4%

  
17,226   

Eurofins Scientific SE*

     1,969,290  
101,951   

Grand City Properties S.A.

     2,754,187  
52,386   

RTL Group S.A.*

     3,121,761  
     

 

 

 
        7,845,238  
     

 

 

 
  

Netherlands - 4.3%

  
159,256   

ASR Nederland N.V.

     6,155,006  
52,045   

Exor N.V.

     4,169,817  
72,062   

ING Groep N.V.

     952,006  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
511,643   

Koninklijke Ahold Delhaize N.V.

   $ 15,211,416  
20,270   

Koninklijke DSM N.V.(1)

     3,783,613  
1,127,963   

Koninklijke KPN N.V.

     3,523,375  
25,953   

Koninklijke Philips N.V.(1)

     1,286,199  
122,826   

Koninklijke Vopak N.V.

     5,578,756  
228,034   

NN Group N.V.(1)

     10,757,533  
111,981   

Randstad N.V.

     8,565,493  
130,867   

Signify N.V.(2)

     8,278,115  
458,389   

Stellantis N.V.

     9,034,847  
63,634   

Wolters Kluwer N.V.

     6,393,276  
     

 

 

 
        83,689,452  
     

 

 

 
  

New Zealand - 1.1%

  
104,517   

Chorus Ltd.

     467,400  
633,643   

Contact Energy Ltd.

     3,666,037  
79,061   

EBOS Group Ltd.

     1,784,377  
365,856   

Fisher & Paykel Healthcare Corp. Ltd. Class C

     7,955,575  
157,750   

Genesis Energy Ltd.

     374,775  
215,270   

Infratil Ltd.

     1,158,233  
16,774   

Mainfreight Ltd.

     901,918  
255,704   

Mercury NZ Ltd.

     1,191,750  
100,885   

Meridian Energy Ltd.

     375,730  
1,090,464   

Spark New Zealand Ltd.*

     3,651,251  
     

 

 

 
        21,527,046  
     

 

 

 
  

Norway - 0.8%

  
82,394   

Austevoll Seafood ASA

     1,022,600  
53,742   

Kongsberg Gruppen ASA

     1,383,957  
524,446   

Orkla ASA

     5,344,898  
29,711   

Salmar ASA(1)

     1,972,171  
310,436   

Telenor ASA

     5,234,540  
     

 

 

 
        14,958,166  
     

 

 

 
  

Portugal - 0.3%

  
117,152   

Galp Energia SGPS S.A.

     1,271,493  
244,525   

Jeronimo Martins SGPS S.A.

     4,459,929  
     

 

 

 
        5,731,422  
     

 

 

 
  

Russia - 0.5%

  
747,875   

Evraz plc

     6,116,260  
191,517   

Polymetal International plc

     4,112,759  
     

 

 

 
                 10,229,019  
     

 

 

 
  

Singapore - 1.7%

  
377,400   

CapitaLand Ltd.

     1,041,626  
4,449,998   

ComfortDelGro Corp. Ltd.

     5,429,249  
233,309   

DBS Group Holdings Ltd.

     5,174,037  
215,200   

Jardine Cycle & Carriage Ltd.

     3,419,634  
945,052   

Oversea-Chinese Banking Corp. Ltd.

     8,401,556  
257,500   

Singapore Exchange Ltd.

     2,141,683  
1,063,300   

Singapore Technologies Engineering Ltd.

     3,061,279  
371,300   

Venture Corp. Ltd.

     5,306,259  
     

 

 

 
        33,975,323  
     

 

 

 
  

Spain - 1.6%

  
25,733   

Acciona S.A.

     3,884,786  
122,957   

ACS Actividades de Construccion y Servicios S.A.

     3,293,956  
43,676   

Ebro Foods S.A.

     917,814  
23,721   

Grupo Catalana Occidente S.A.

     915,656  
256,096   

Iberdrola S.A.

     3,122,081  
167,472   

Inmobiliaria Colonial Socimi S.A.

     1,691,123  
2,226,890   

Mapfre S.A.

     4,707,351  
229,357   

Merlin Properties Socimi S.A. REIT

     2,376,145  
53,556   

Naturgy Energy Group S.A.

     1,376,942  
275,139   

Red Electrica Corp. S.A.(1)

     5,108,031  
4,157   

Vidrala S.A.

     496,923  
34,329   

Viscofan S.A.

     2,393,794  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
84,747   

Zardoya Otis S.A.

   $ 583,914  
     

 

 

 
        30,868,516  
     

 

 

 
  

Sweden - 4.2%

  
164,895   

Axfood AB(1)

     4,563,840  
54,779   

Boliden AB

     2,107,340  
55,149   

Bure Equity AB

     2,384,675  
275,651   

Electrolux AB Class B

     7,648,601  
55,078   

Essity AB Class B

     1,827,744  
29,956   

Getinge AB Class B

     1,130,686  
97,649   

Holmen AB Class B

     4,410,798  
122,362   

ICA Gruppen AB

     5,698,776  
697,921   

Investor AB Class B

     16,097,112  
160,112   

Kinnevik AB Class B*

     6,414,103  
49,377   

L E Lundbergforetagen AB Class B

     3,188,202  
332,308   

Securitas AB Class B

     5,249,535  
182,969   

Skanska AB Class B

     4,856,552  
343,467   

Swedbank AB Class A

     6,395,314  
108,423   

Swedish Match AB

     925,231  
306,882   

Swedish Orphan Biovitrum AB*

     5,599,637  
53,117   

Telefonaktiebolaget LM Ericsson Class B

     668,050  
607,147   

Telia Co., AB

     2,696,333  
18,084   

Volvo AB Class B(1)

     435,387  
     

 

 

 
        82,297,916  
     

 

 

 
  

Switzerland - 7.3%

  
120,440   

Adecco Group AG

     8,190,467  
10,072   

Allreal Holding AG

     1,985,307  
5,106   

ALSO Holding AG*

     1,472,114  
45,585   

Baloise Holding AG

     7,116,261  
30,921   

Banque Cantonale Vaudoise

     2,779,829  
19,557   

BKW AG

     2,037,474  
7,163   

Bucher Industries AG

     3,749,077  
18   

Chocoladefabriken Lindt & Spruengli AG

     1,886,948  
251,818   

Credit Suisse Group AG

     2,640,364  
38,523   

DKSH Holding AG

     2,950,645  
65,099   

Galenica AG(2)

     4,598,869  
49,719   

Kuehne + Nagel International AG

     17,029,302  
56,636   

Logitech International S.A.

     6,868,497  
39,260   

Nestle S.A.

     4,893,749  
57,805   

Novartis AG

     5,273,022  
26,938   

PSP Swiss Property AG

     3,424,260  
40,695   

Roche Holding AG

     15,345,099  
17,825   

SFS Group AG

     2,566,677  
1,299   

SGS S.A.

     4,010,760  
19,359   

Swiss Life Holding AG

     9,416,137  
67,264   

Swiss Prime Site AG

     6,680,192  
22,968   

Swisscom AG

     13,124,571  
8,722   

Tecan Group AG

     4,325,380  
405,016   

UBS Group AG

     6,204,388  
12,079   

Zurich Insurance Group AG

     4,850,679  
     

 

 

 
               143,420,068  
     

 

 

 
  

United Kingdom - 10.6%

  
218,339   

Admiral Group plc

     9,483,073  
78,575   

AstraZeneca plc

     9,425,175  
1,213,539   

B&M European Value Retail S.A.

     9,609,375  
977,695   

BAE Systems plc

     7,050,325  
13,932   

Berkeley Group Holdings plc

     884,370  
907,301   

BT Group plc*

     2,431,579  
96,112   

Close Brothers Group plc

     2,011,525  
30,013   

Computacenter plc

     1,066,389  
1,464,273   

Direct Line Insurance Group plc

     5,765,038  
120,784   

DS Smith plc

     697,296  
198,047   

Electrocomponents plc

     2,815,262  
54,913   

Ferguson plc

     7,623,887  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
117,854   

Frasers Group plc*

   $ 980,927  
5,009   

Genus plc

     343,216  
511,995   

GlaxoSmithKline plc

     10,039,353  
114,047   

Halma plc

     4,241,253  
236,925   

Hikma Pharmaceuticals plc

     8,005,760  
576,556   

Howden Joinery Group plc

     6,504,083  
343,691   

HSBC Holdings plc

     1,981,307  
310,995   

IG Group Holdings plc

     3,638,916  
116,614   

IMI plc

     2,770,859  
20,192   

Intertek Group plc

     1,542,552  
2,085,055   

Kingfisher plc

     10,499,056  
344,650   

Legal & General Group plc

     1,226,477  
298,764   

Mondi plc

     7,845,951  
269,560   

National Grid plc

     3,428,909  
391,579   

Pearson plc

     4,489,859  
488,248   

Phoenix Group Holdings plc

     4,562,252  
122,548   

RELX plc

     3,248,751  
151,321   

Rio Tinto plc

     12,435,934  
1,666,436   

Royal Mail plc*

     13,292,316  
119,737   

Sage Group plc

     1,131,740  
65,786   

Schroders plc

     3,192,617  
188,146   

Segro plc REIT

     2,844,762  
44,055   

Smith & Nephew plc

     950,934  
102,572   

Spectris plc

     4,588,185  
17,007   

Spirax-Sarco Engineering plc

     3,198,752  
42,617   

SSE plc

     883,393  
1,087,585   

Standard Chartered plc

     6,926,269  
389,671   

Tate & Lyle plc

     3,974,889  
419,477   

Tesco plc

     1,291,965  
97,091   

Tritax Big Box plc REIT

     263,290  
31,862   

Unilever plc

     1,862,087  
2,156,054   

Vodafone Group plc

     3,614,089  
3,753,765   

WM Morrison Supermarkets plc

     12,792,972  
     

 

 

 
        207,456,969  
     

 

 

 
  

Total Common Stocks
(cost $1,660,399,135)

   $ 1,944,915,425  
     

 

 

 

Preferred Stocks - 0.1%

  
  

Germany - 0.1%

  
53,237   

Fuchs Petrolub SE *

     2,589,748  
     

 

 

 
  

Total Preferred Stocks
(cost $2,525,561)

   $ 2,589,748  
     

 

 

 

Rights - 0.0%

  
  

Spain - 0.0%

  
122,957   

ACS Actividades de Construccion y Servicios S.A.*(1)

     172,061  
     

 

 

 
  

Total Rights
(cost $185,997)

   $ 172,061  
     

 

 

 
  

Total Long-Term Investments
(cost $1,663,110,693)

   $     1,947,677,234  
     

 

 

 

Short-Term Investments - 1.4%

  
  

Securities Lending Collateral - 1.4%

  
4,195,842   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

     4,195,842  
21,757,044   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3)

     21,757,044  
1,104,742   

Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3)

     1,104,742  
     

 

 

 
        27,057,628  
     

 

 

 
  

U.S. Treasury Securities - 0.0%

  
  

U.S. Treasury Bills - 0.0%

  
71,000   

0.04%, 05/19/2022(4)(5)

     70,955  


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

          Market Value  
    

U.S. Treasury Bills - 0.0% (continued)

     
196,000     

0.04%, 05/19/2022(4)(5)

      $ 195,876  
          

 

 

 
             266,831  
          

 

 

 
    

Total Short-Term Investments
(cost $27,324,536)

      $ 27,324,459  
          

 

 

 
    

Total Investments
(cost $1,690,435,229)

     100.9%      $ 1,975,001,693  
    

Other Assets and Liabilities

     (0.9)%        (17,620,921
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $     1,957,380,772  
       

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

  * 

Non-income producing.

  (1) 

Represents entire or partial securities on loan.

  (2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $29,782,025, representing 1.5% of net assets.

  (3) 

Current yield as of period end.

  (4) 

The rate shown represents current yield to maturity.

  (5) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2021, the market value of securities pledged was $266,831.

 

Futures Contracts Outstanding at June 30, 2021  
Description    Number
of
Contracts
     Expiration
Date
   Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

MSCI EAFE Index Future

     43      09/17/2021    $                 4,953,815      $             (92,380)    
           

 

 

 

Total futures contracts

 

   $             (92,380)    
           

 

 

 

 

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

  GLOSSARY: (abbreviations used in preceding Schedule of Investments)
  Other Abbreviations:                     
     REIT      Real Estate Investment Trust


     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.

 

                                                                                                                                                   
Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 171,531,732      $ 171,531,732      $ —       $ —   

Austria

     7,622,793        7,622,793        —         —   

Belgium

     25,974,268        25,974,268        —         —   

Canada

     219,286,093        219,286,093        —         —   

China

     12,226,485        12,226,485        —         —   

Denmark

     41,768,107        41,768,107        —         —   

Finland

     20,375,024        20,375,024        —         —   

France

     111,394,495        111,394,495        —         —   

Germany

     98,303,723        98,303,723        —         —   

Hong Kong

     96,008,226        96,008,226        —         —   

Ireland

     9,471,615        9,471,615        —         —   

Israel

     23,746,015        23,746,015        —         —   

Italy

     50,956,370        50,956,370        —         —   

Japan

     414,251,344        414,251,344        —         —   

Luxembourg

     7,845,238        7,845,238        —         —   

Netherlands

     83,689,452        83,689,452        —         —   

New Zealand

     21,527,046        21,527,046        —         —   

Norway

     14,958,166        14,958,166        —         —   

Portugal

     5,731,422        5,731,422        —         —   

Russia

     10,229,019        10,229,019        —         —   

Singapore

     33,975,323        33,975,323        —         —   

Spain

     30,868,516        30,868,516        —         —   

Sweden

     82,297,916        82,297,916        —         —   

Switzerland

     143,420,068        143,420,068        —         —   

United Kingdom

     207,456,969        207,456,969        —         —   

Preferred Stocks

     2,589,748        2,589,748        —         —   

Rights

     172,061        172,061        —         —   

Short-Term Investments

     27,324,459        27,057,628        266,831         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,975,001,693      $     1,974,734,862      $     266,831       $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Futures Contracts(2)

   $ (92,380)      $ (92,380)      $ —       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (92,380)      $ (92,380)      $ —       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

For the period ended June 30, 2021, there were no transfers in and out of Level 3.

  (2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.0%

 

  

Australia - 7.0%

 

1,713   

AGL Energy Ltd.

   $ 10,545  
403   

Ansell Ltd.

     13,164  
1,526   

Australia & New Zealand Banking Group Ltd.

     32,250  
1,372   

BHP Group Ltd.

     50,028  
1,326   

BlueScope Steel Ltd.

     21,861  
1,667   

BWP Trust REIT

     5,331  
27   

CSL Ltd.

     5,781  
3,478   

Dexus REIT

     27,861  
1,283   

Endeavour Group Ltd.*

     6,059  
3,279   

Fortescue Metals Group Ltd.

     57,456  
929   

JB Hi-Fi Ltd.

     35,277  
885   

Mineral Resources Ltd.

     35,699  
298   

Sonic Healthcare Ltd.

     8,591  
866   

Washington H Soul Pattinson & Co., Ltd.(1)

     21,930  
916   

Wesfarmers Ltd.

     40,642  
1,266   

Woolworths Group Ltd.

     36,241  
     

 

 

 
               408,716  
     

 

 

 
  

Austria - 0.3%

 

92   

Mayr Melnhof Karton AG

     19,595  
     

 

 

 
  

Belgium - 1.2%

 

34   

Ackermans & van Haaren N.V.

     5,742  
732   

Ageas S.A.

     40,626  
425   

Etablissements Franz Colruyt N.V.

     23,769  
     

 

 

 
        70,137  
     

 

 

 
  

Brazil - 0.6%

 

2,800   

Telefonica Brasil S.A.

     23,436  
500   

Vale S.A.

     11,285  
     

 

 

 
        34,721  
     

 

 

 
  

Canada - 4.1%

 

195   

Alimentation Couche-Tard, Inc. Class B

     7,173  
393   

Bank of Montreal

     40,325  
100   

Bank of Nova Scotia

     6,511  
459   

Barrick Gold Corp.

     9,504  
414   

Canadian Solar, Inc.*

     18,564  
1,082   

Empire Co., Ltd. Class A

     34,165  
134   

Finning International, Inc.

     3,512  
100   

George Weston Ltd.

     9,541  
53   

Great-West Lifeco, Inc.

     1,576  
1,386   

Kinross Gold Corp.

     8,797  
478   

Loblaw Cos., Ltd.

     29,449  
486   

Manulife Financial Corp.

     9,576  
253   

Power Corp. of Canada

     8,005  
395   

Royal Bank of Canada

     40,061  
100   

TC Energy Corp.

     4,954  
100   

Toronto-Dominion Bank

     7,015  
     

 

 

 
        238,728  
     

 

 

 
  

Chile - 0.0%

 

96   

Empresa Nacional de Telecomunicaciones S.A.

     533  
     

 

 

 
  

China - 6.5%

 

25   

Baidu, Inc. ADR*

     5,098  
135,000   

Bank of China Ltd. Class H

     48,501  
47,000   

Bank of Communications Co., Ltd. Class H

     31,592  
38,000   

China CITIC Bank Corp. Ltd. Class H

     18,007  
15,000   

China Construction Bank Corp. Class H

     11,802  
27,000   

China Everbright Bank Co., Ltd. Class H

     11,021  
3,000   

China Life Insurance Co., Ltd. Class H

     5,949  
15,000   

China Minsheng Banking Corp. Ltd. Class H

     7,185  
2,000   

China National Building Material Co., Ltd. Class H

     2,349  
1,000   

China Pacific Insurance Group Co., Ltd. Class H

     3,148  


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
36,000   

China Petroleum & Chemical Corp. Class H

   $ 18,218  
2,000   

China Railway Group Ltd. Class H

     1,043  
1,100   

China Vanke Co., Ltd. Class H

     3,442  
19,000   

Great Wall Motor Co., Ltd. Class H

     61,410  
9,000   

Industrial & Commercial Bank of China Ltd. Class H

     5,285  
311   

JD.com, Inc. ADR*

     24,821  
6,500   

Kerry Logistics Network Ltd.

     19,711  
28,000   

Lenovo Group Ltd.

     32,197  
1,500   

Li Ning Co., Ltd.

     18,311  
4,000   

PICC Property & Casualty Co., Ltd. Class H

     3,503  
1,500   

Ping An Insurance Group Co., of China Ltd. Class H

     14,689  
239   

Vipshop Holdings Ltd. ADR*

     4,799  
8,000   

Weichai Power Co., Ltd. Class H

     17,781  
4,500   

Yangzijiang Shipbuilding Holdings Ltd.

     4,720  
     

 

 

 
        374,582  
     

 

 

 
  

Denmark - 1.4%

 

101   

Coloplast A/S Class B

     16,574  
740   

Novo Nordisk A/S Class B

     62,004  
     

 

 

 
        78,578  
     

 

 

 
  

Finland - 0.4%

 

106   

Kone Oyj Class B

     8,649  
23   

Neste Oyj

     1,408  
275   

Orion Oyj Class B

     11,822  
     

 

 

 
        21,879  
     

 

 

 
  

France - 3.2%

 

1,188   

Bouygues S.A.

     43,942  
189   

Carrefour S.A.

     3,717  
111   

Cie de Saint-Gobain

     7,311  
93   

Cie Generale des Etablissements Michelin SCA

     14,834  
3,273   

Electricite de France S.A.(1)

     44,714  
9   

Faurecia SE

     442  
12   

L’Oreal S.A.

     5,348  
252   

Orange S.A.(1)

     2,873  
352   

Sanofi

     36,885  
102   

Schneider Electric SE

     16,049  
253   

Suez(1)

     6,016  
165   

Vivendi S.A.(1)

     5,543  
     

 

 

 
        187,674  
     

 

 

 
  

Germany - 3.0%

 

121   

Allianz SE

     30,177  
463   

Deutsche Post AG

     31,495  
1,265   

Deutsche Telekom AG

     26,721  
444   

Deutsche Wohnen SE

     27,159  
90   

Fresenius Medical Care AG & Co. KGaA

     7,475  
36   

Lanxess AG

     2,468  
260   

Merck KGaA

     49,858  
     

 

 

 
               175,353  
     

 

 

 
  

Hong Kong - 4.0%

 

2,000   

CK Asset Holdings Ltd.

     13,804  
1,500   

CK Hutchison Holdings Ltd.

     11,686  
1,900   

Dairy Farm International Holdings Ltd.

     8,056  
1,000   

Henderson Land Development Co., Ltd.

     4,739  
8,500   

Kerry Properties Ltd.

     28,020  
1,500   

Orient Overseas International Ltd.

     32,488  
3,000   

SITC International Holdings Co., Ltd.

     12,536  
1,500   

Sun Hung Kai Properties Ltd.

     22,348  
500   

Techtronic Industries Co., Ltd.

     8,730  
6,500   

VTech Holdings Ltd.

     68,425  
14,000   

WH Group Ltd.(2)

     12,583  
2,000   

Xinyi Glass Holdings Ltd.

     8,151  
     

 

 

 
        231,566  
     

 

 

 


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
  

India - 0.4%

 

127   

Dr. Reddy’s Laboratories Ltd. ADR

   $ 9,336  
684   

Infosys Ltd. ADR

     14,494  
     

 

 

 
        23,830  
     

 

 

 
  

Indonesia - 2.2%

 

50,300   

Adaro Energy Tbk PT

     4,180  
13,100   

Astra International Tbk PT

     4,463  
5,300   

Bank Negara Indonesia Persero Tbk PT

     1,692  
176,400   

Bukit Asam Tbk PT

     24,331  
35,800   

Indo Tambangraya Megah Tbk PT

     35,059  
38,700   

Indofood Sukses Makmur Tbk PT

     16,481  
67,000   

Telekomunikasi Indonesia Persero Tbk PT

     14,555  
19,900   

United Tractors Tbk PT

     27,792  
     

 

 

 
        128,553  
     

 

 

 
  

Israel - 2.8%

 

2,185   

Airport City Ltd.*

     36,652  
28,351   

Bezeq The Israeli Telecommunication Corp. Ltd.*

     30,887  
104   

Check Point Software Technologies Ltd.*

     12,078  
148   

Danel Adir Yeoshua Ltd.

     31,022  
62   

Fox Wizel Ltd.

     7,105  
6,211   

Mivne Real Estate KD Ltd.

     18,013  
274   

Rami Levy Chain Stores Hashikma Marketing Ltd.

     18,028  
1,065   

Shufersal Ltd.

     8,478  
     

 

 

 
               162,263  
     

 

 

 
  

Italy - 1.4%

 

2,850   

Enel S.p.A.

     26,471  
462   

Prysmian S.p.A.

     16,562  
13,084   

UnipolSai Assicurazioni S.p.A.

     37,984  
     

 

 

 
        81,017  
     

 

 

 
  

Japan - 14.3%

 

200   

Aeon Co., Ltd.

     5,379  
400   

Alfresa Holdings Corp.

     5,979  
2,400   

Astellas Pharma, Inc.

     41,831  
100   

Azbil Corp.

     4,149  
400   

Bridgestone Corp.

     18,218  
1,600   

Brother Industries Ltd.

     31,960  
100   

Canon, Inc.

     2,264  
100   

Chugai Pharmaceutical Co., Ltd.

     3,966  
400   

Daiwa House Industry Co., Ltd.

     12,019  
300   

Fujitsu Ltd.

     56,221  
700   

Hitachi Ltd.

     40,118  
1,200   

Honda Motor Co., Ltd.

     38,382  
200   

Hoya Corp.

     26,543  
1,400   

ITOCHU Corp.

     40,364  
900   

Iwatani Corp.

     54,005  
2,400   

K’s Holdings Corp.

     27,613  
1,300   

Kajima Corp.

     16,480  
1,500   

KDDI Corp.

     46,829  
100   

M3, Inc.

     7,310  
100   

MEIJI Holdings Co., Ltd.

     5,992  
600   

Mitsubishi Corp.

     16,369  
1,600   

Mitsubishi Electric Corp.

     23,245  
400   

Mitsui & Co., Ltd.

     9,012  
100   

Mitsui Chemicals, Inc.

     3,455  
200   

NEC Corp.

     10,307  
500   

Nihon Kohden Corp.

     14,281  
1,400   

Nippon Telegraph & Telephone Corp.

     36,510  
500   

ORIX Corp.

     8,444  
1,100   

Osaka Gas Co., Ltd.

     20,505  
2,600   

Panasonic Corp.

     30,114  
500   

Penta-Ocean Construction Co., Ltd.

     3,482  
1,200   

Sanwa Holdings Corp.

     14,747  


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
100   

Sawai Group Holdings Co., Ltd.

   $ 4,460  
400   

Sekisui Chemical Co., Ltd.

     6,844  
400   

Sekisui House Ltd.

     8,212  
800   

Seven & i Holdings Co., Ltd.

     38,180  
100   

Shimamura Co., Ltd.

     9,604  
100   

Sompo Holdings, Inc.

     3,699  
500   

Subaru Corp.

     9,872  
800   

Sumitomo Forestry Co., Ltd.

     14,668  
200   

Taisei Corp.

     6,559  
200   

Toho Gas Co., Ltd.

     9,803  
400   

Tokio Marine Holdings, Inc.

     18,409  
800   

Tokyo Gas Co., Ltd.

     15,115  
200   

Tsumura & Co.

     6,298  
     

 

 

 
        827,816  
     

 

 

 
  

Luxembourg - 0.2%

 

182   

RTL Group S.A.*

     10,846  
     

 

 

 
  

Malaysia - 2.4%

 

8,800   

Aeon Co. M Bhd

     2,734  
15,100   

Alliance Bank Malaysia Bhd

     8,766  
28,800   

AMMB Holdings Bhd

     20,465  
18,900   

CIMB Group Holdings Bhd

     20,987  
14,000   

DiGi.Com Bhd

     13,928  
16,445   

Malayan Banking Bhd

     32,126  
300   

Petronas Dagangan Bhd

     1,344  
1,800   

Petronas Gas Bhd

     6,720  
15,300   

RHB Bank Bhd

     19,901  
2,900   

TIME dotCom Bhd

     9,822  
     

 

 

 
               136,793  
     

 

 

 
  

Mexico - 0.8%

 

14,900   

America Movil S.A.B. de C.V. Class L

     11,225  
5,800   

Coca-Cola Femsa S.A.B. de C.V.

     30,733  
1,600   

Grupo Bimbo S.A.B. de C.V. Class A

     3,528  
     

 

 

 
        45,486  
     

 

 

 
  

Netherlands - 1.9%

 

135   

Exor N.V.

     10,816  
1,855   

Koninklijke Ahold Delhaize N.V.

     55,150  
424   

NN Group N.V.

     20,002  
1,166   

Stellantis N.V.

     22,982  
     

 

 

 
        108,950  
     

 

 

 
  

New Zealand - 2.2%

 

2,212   

EBOS Group Ltd.

     49,924  
1,952   

Fisher & Paykel Healthcare Corp. Ltd. Class C

     42,446  
10,682   

Spark New Zealand Ltd.*

     35,767  
     

 

 

 
        128,137  
     

 

 

 
  

Norway - 0.9%

 

3,046   

Europris ASA(2)

     19,114  
1,319   

Orkla ASA

     13,443  
1,005   

Telenor ASA

     16,946  
     

 

 

 
        49,503  
     

 

 

 
  

Philippines - 1.9%

 

700   

Globe Telecom, Inc.

     26,386  
2,940   

Manila Electric Co.

     16,695  
24,940   

Metropolitan Bank & Trust Co.

     24,881  
1,620   

PLDT, Inc.

     42,910  
     

 

 

 
        110,872  
     

 

 

 
  

Poland - 1.8%

 

783   

Asseco Poland S.A.

     15,868  
45   

Dino Polska S.A.*(2)

     3,308  
1,439   

Polski Koncern Naftowy ORLEN S.A.

     29,022  
19,725   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

     34,569  


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
2,009   

Powszechny Zaklad Ubezpieczen S.A.*

   $ 19,367  
     

 

 

 
        102,134  
     

 

 

 
  

Russia - 0.4%

 

2,973   

Evraz plc

     24,314  
     

 

 

 
  

Singapore - 1.1%

 

1,106   

DBS Group Holdings Ltd.

     24,527  
300   

Haw Par Corp. Ltd.

     3,058  
3,042   

Oversea-Chinese Banking Corp. Ltd.

     27,044  
500   

Venture Corp. Ltd.

     7,145  
     

 

 

 
        61,774  
     

 

 

 
  

South Africa - 0.8%

 

2,097   

Absa Group Ltd.*

     19,932  
207   

Kumba Iron Ore Ltd.

     9,287  
1,569   

Shoprite Holdings Ltd.

     17,080  
310   

Thungela Resources Ltd.*

     852  
     

 

 

 
        47,151  
     

 

 

 
  

South Korea - 6.5%

 

442   

Daesang Corp.

     10,891  
400   

Daesung Holdings Co., Ltd.

     13,586  
141   

E-Mart, Inc.

     20,033  
127   

GS Engineering & Construction Corp.

     4,838  
495   

Handsome Co., Ltd.

     18,879  
13   

Hankook Tire & Technology Co., Ltd.

     597  
69   

Hyundai Glovis Co., Ltd.

     12,806  
528   

Hyundai Home Shopping Network Corp.

     42,384  
344   

Hyundai Marine & Fire Insurance Co., Ltd.

     7,789  
17   

INTOPS Co., Ltd.

     463  
689   

JB Financial Group Co., Ltd.

     4,607  
317   

KEPCO Plant Service & Engineering Co., Ltd.

     12,062  
149   

Kia Motors Corp.

     11,855  
651   

Kolon Global Corp.

     14,163  
4,784   

Korea Asset In Trust Co., Ltd.

     20,370  
2,389   

Korean Reinsurance Co.

     20,896  
44   

KT&G Corp.

     3,298  
183   

LG Electronics, Inc.

     26,569  
3,606   

LG Uplus Corp.

     49,152  
60   

LOTTE Fine Chemical Co., Ltd.

     3,516  
19   

NongShim Co., Ltd.

     5,289  
9   

S-1 Corp.

     655  
685   

Samsung Electronics Co., Ltd.

     49,087  
46   

SK Telecom Co., Ltd.

     13,071  
229   

Spigen Korea Co., Ltd.

     11,550  
24   

Woongjin Coway Co., Ltd.

     1,677  
     

 

 

 
               380,083  
     

 

 

 
  

Spain - 0.2%

 

1,083   

Iberdrola S.A.

     13,203  
     

 

 

 
  

Sweden - 3.2%

 

153   

Axfood AB(1)

     4,235  
337   

Electrolux AB Class B

     9,351  
218   

Holmen AB Class B

     9,847  
11   

ICA Gruppen AB

     512  
3,000   

Investor AB Class B

     69,193  
694   

Kinnevik AB Class B*

     27,802  
742   

L E Lundbergforetagen AB Class B

     47,910  
146   

Securitas AB Class B

     2,306  
121   

Skanska AB Class B

     3,212  
91   

Swedbank AB Class A

     1,694  
97   

Telefonaktiebolaget LM Ericsson Class B

     1,220  
420   

Volvo AB Class B

     10,112  
     

 

 

 
        187,394  
     

 

 

 


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

  Shares or Principal Amount

  

Market Value

 
  

Switzerland - 2.8%

 

521   

Credit Suisse Group AG

   $ 5,463  
107   

Kuehne + Nagel International AG

     36,649  
36   

Nestle S.A.

     4,487  
166   

Roche Holding AG

     62,595  
33   

Swiss Life Holding AG

     16,051  
34   

Swisscom AG

     19,428  
1,171   

UBS Group AG

     17,938  
     

 

 

 
               162,611  
     

 

 

 
  

Taiwan - 7.8%

 

3,000   

Asustek Computer, Inc.

     40,000  
22,000   

Cheng Loong Corp.

     38,295  
4,000   

Chicony Electronics Co., Ltd.

     11,542  
3,000   

ChipMOS Technologies, Inc.

     5,125  
10,000   

Compal Electronics, Inc.

     8,022  
11,000   

Coretronic Corp.

     24,201  
2,000   

Elitegroup Computer Systems Co., Ltd.*

     1,579  
1,000   

Feng Hsin Steel Co., Ltd.

     2,918  
2,000   

Getac Technology Corp.

     3,948  
4,000   

Great Wall Enterprise Co., Ltd.

     8,628  
9,800   

Hon Hai Precision Industry Co., Ltd.

     39,393  
12,000   

Lite-On Technology Corp.

     24,808  
5,000   

Nantex Industry Co., Ltd.

     25,751  
13,000   

Pegatron Corp.

     32,101  
14,000   

Pou Chen Corp.

     19,747  
6,000   

Qisda Corp.

     6,633  
2,000   

Radiant Opto-Electronics Corp.

     8,721  
11,000   

Sanyang Motor Co., Ltd.

     11,923  
6,000   

Sigurd Microelectronics Corp.*

     12,059  
64   

Silicon Motion Technology Corp. ADR

     4,102  
3,000   

Sino-American Silicon Products, Inc.

     20,781  
8,000   

United Microelectronics Corp.

     15,246  
6,000   

Wan Hai Lines Ltd.

     69,125  
14,000   

Wistron Corp.

     15,577  
     

 

 

 
        450,225  
     

 

 

 
  

Thailand - 2.4%

 

3,500   

Advanced Info Service PCL NVDR

     18,674  
3,400   

Bangkok Bank PCL NVDR

     11,988  
21,100   

Bank of Ayudhya plc NVDR

     20,573  
46,200   

Krung Thai Bank PCL NVDR

     15,424  
126,900   

Noble Development PCL NVDR

     29,102  
2,900   

PTT PCL NVDR

     3,551  
11,600   

Siam Makro PCL NVDR

     13,482  
20,000   

Supalai PCL NVDR

     12,855  
21,200   

United Paper PCL NVDR

     13,957  
     

 

 

 
        139,606  
     

 

 

 
  

Turkey - 1.6%

 

5,064   

AG Anadolu Grubu Holding AS

     12,649  
719   

Arcelik A.S.

     2,467  
13,853   

Dogan Sirketler Grubu Holding AS

     4,529  
28,316   

Goodyear Lastikleri AS

     21,903  
23,074   

Haci Omer Sabanci Holding AS

     23,612  
9,420   

Koza Anadolu Metal Madencilik Isletmeleri AS*

     15,332  
1,832   

Turk Telekomunikasyon AS

     1,400  
13,626   

Turkiye Garanti Bankasi A.S.

     13,018  
     

 

 

 
        94,910  
     

 

 

 
  

United Kingdom - 7.3%

 

396   

Admiral Group plc

     17,199  
109   

Anglo American plc

     4,325  
239   

Ashtead Group plc

     17,710  
174   

AstraZeneca plc

     20,872  
2,439   

B&M European Value Retail S.A.

     19,313  


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

         

Market Value

 
210   

Ferguson plc

      $ 29,155  
1,629   

GlaxoSmithKline plc

        31,942  
879   

Hikma Pharmaceuticals plc

        29,702  
475   

Howden Joinery Group plc

        5,358  
2,117   

IG Group Holdings plc

        24,771  
4,763   

Kingfisher plc

        23,984  
3,762   

Legal & General Group plc

        13,387  
715   

Mondi plc

        18,777  
472   

National Grid plc

        6,004  
176   

RELX plc

        4,666  
616   

Rio Tinto plc

        50,624  
6,005   

Royal Mail plc*

        47,899  
384   

Spectris plc

        17,177  
1,381   

Standard Chartered plc

        8,795  
100   

Unilever plc

        5,844  
9,894   

Vodafone Group plc

        16,585  
2,707   

WM Morrison Supermarkets plc

        9,226  
        

 

 

 
           423,315  
        

 

 

 
  

Total Common Stocks
(cost $4,801,364)

      $ 5,742,848  
        

 

 

 
Preferred Stocks - 0.5%

 

  

Brazil - 0.3%

 

4,000   

Itau S.A.

        8,888  
1,500   

Itau Unibanco Holding S.A.

        8,908  
        

 

 

 
           17,796  
        

 

 

 
  

Chile - 0.2%

     
6,094   

Embotelladora Andina S.A. Class B

        14,231  
        

 

 

 
  

Total Preferred Stocks
(cost $30,245)

      $ 32,027  
        

 

 

 
  

Total Long-Term Investments
(cost $4,831,609)

      $ 5,774,875  
        

 

 

 
Short-Term Investments - 0.1%

 

  

Securities Lending Collateral - 0.1%

 

868   

Fidelity Investments Money Market Funds, Government Portfolio,
Institutional Class, 0.01%(3)

        868  
4,503   

Goldman Sachs Financial Square Funds, Government Fund, Institutional
Class, 0.03%(3)

        4,503  
229   

Invesco Government & Agency Portfolio, Institutional Class, 0.03%(3)

        229  
        

 

 

 
           5,600  
        

 

 

 
  

Total Short-Term Investments
(cost $5,600)

      $ 5,600  
        

 

 

 
  

Total Investments
(cost $4,837,209)

     99.6%      $         5,780,475  
  

Other Assets and Liabilities

     0.4%        20,712  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 5,801,187  
     

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

  * 

Non-income producing.

  (1)

Represents entire or partial securities on loan.

  (2) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $35,005, representing 0.6% of net assets.

  (3) 

Current yield as of period end.


     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 408,716      $ 408,716      $ —       $ —   

Austria

     19,595        19,595        —         —   

Belgium

     70,137        70,137        —         —   

Brazil

     34,721        34,721        —         —   

Canada

     238,728        238,728        —         —   

Chile

     533        533        —         —   

China

     374,582        374,582        —         —   

Denmark

     78,578        78,578        —         —   

Finland

     21,879        21,879        —         —   

France

     187,674        187,674        —         —   

Germany

     175,353        175,353        —         —   

Hong Kong

     231,566        231,566        —         —   

India

     23,830        23,830        —         —   

Indonesia

     128,553        128,553        —         —   

Israel

     162,263        162,263        —         —   

Italy

     81,017        81,017        —         —   

Japan

     827,816        827,816        —         —   

Luxembourg

     10,846        10,846        —         —   

Malaysia

     136,793        136,793        —         —   

Mexico

     45,486        45,486        —         —   

Netherlands

     108,950        108,950        —         —   

New Zealand

     128,137        128,137        —         —   

Norway

     49,503        49,503        —         —   

Philippines

     110,872        110,872        —         —   

Poland

     102,134        102,134        —         —   

Russia

     24,314        24,314        —         —   

Singapore

     61,774        61,774        —         —   

South Africa

     47,151        47,151        —         —   

South Korea

     380,083        380,083        —         —   

Spain

     13,203        13,203        —         —   

Sweden

     187,394        187,394        —         —   

Switzerland

     162,611        162,611        —         —   

Taiwan

     450,225        450,225        —         —   

Thailand

     139,606        139,606        —         —   

Turkey

     94,910        94,910        —         —   

United Kingdom

     423,315        423,315        —         —   

Preferred Stocks

     32,027        32,027        —         —   

Short-Term Investments

     5,600        5,600        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         5,780,475      $         5,780,475      $                     —       $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

For the period ended June 30, 2021, there were no transfers in and out of Level 3.


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 96.5%

 

  

Brazil - 3.0%

 

24,393   

B3 S.A. - Brasil Bolsa Balcao

   $ 81,766  
8,168   

Banco do Brasil S.A.

     52,301  
12,146   

BB Seguridade Participacoes S.A.

     55,915  
25,260   

Cia Energetica de Minas Gerais

     61,063  
18,600   

Cia Siderurgica Nacional S.A.

     163,061  
7,339   

Equatorial Energia S.A.

     36,272  
40,045   

Telefonica Brasil S.A.

     335,181  
22,693   

Vale S.A.

     512,168  
     

 

 

 
              1,297,727  
     

 

 

 
  

Cayman Islands - 0.2%

 

4,500   

Wuxi Biologics Cayman, Inc.*(1)

     82,457  
     

 

 

 
  

Chile - 1.7%

 

2,055,633   

Banco de Chile

     204,657  
2,533,633   

Banco Santander Chile

     126,349  
1,144   

Cia Cervecerias Unidas S.A.

     11,627  
445,660   

Colbun S.A.

     62,805  
17,177   

Empresas CMPC S.A.

     41,285  
13,572   

Empresas COPEC S.A.

     134,768  
1,144,498   

Enel Americas S.A.

     169,448  
     

 

 

 
        750,939  
     

 

 

 
  

China - 21.1%

 

413,000   

Agricultural Bank of China Ltd. Class H

     143,590  
6,800   

Alibaba Group Holding Ltd.*

     192,638  
14,000   

Anhui Conch Cement Co., Ltd. Class H

     74,274  
9,000   

ANTA Sports Products Ltd.

     211,851  
794   

Baidu, Inc. ADR*

     161,897  
1,032,000   

Bank of China Ltd. Class H

     370,762  
514,000   

Bank of Communications Co., Ltd. Class H

     345,497  
9,500   

BYD Co., Ltd. Class H

     284,051  
605,000   

China CITIC Bank Corp. Ltd. Class H

     286,691  
1,000   

China Conch Venture Holdings Ltd.

     4,211  
495,000   

China Construction Bank Corp. Class H

     389,455  
545,000   

China Everbright Bank Co., Ltd. Class H

     222,468  
46,000   

China Life Insurance Co., Ltd. Class H

     91,220  
86,000   

China Longyuan Power Group Corp. Ltd. Class H

     148,172  
26,000   

China Mengniu Dairy Co., Ltd.*

     157,188  
22,500   

China Merchants Bank Co., Ltd. Class H

     191,946  
364,000   

China Minsheng Banking Corp. Ltd. Class H

     174,363  
46,000   

China Pacific Insurance Group Co., Ltd. Class H

     144,826  
454,000   

China Petroleum & Chemical Corp. Class H

     229,752  
305,000   

China Railway Group Ltd. Class H

     159,062  
8,500   

China Shenhua Energy Co., Ltd. Class H

     16,659  
51,100   

China Vanke Co., Ltd. Class H

     159,896  
56,071   

Country Garden Holdings Co., Ltd.

     62,816  
7,400   

ENN Energy Holdings Ltd.

     140,837  
85,000   

Fosun International Ltd.

     122,369  
48,800   

Fuyao Glass Industry Group Co., Ltd. Class H(1)

     343,731  
22,000   

Geely Automobile Holdings Ltd.

     69,265  
139,000   

Great Wall Motor Co., Ltd. Class H

     449,262  
268,000   

Guangzhou Automobile Group Co., Ltd. Class H

     240,535  
351,000   

Industrial & Commercial Bank of China Ltd. Class H

     206,102  
4,157   

JD.com, Inc. ADR*

     331,770  
300,000   

Lenovo Group Ltd.

     344,972  
53,500   

Li Ning Co., Ltd.

     653,090  
11,000   

Longfor Properties Co., Ltd.(1)

     61,616  
426   

NetEase, Inc. ADR

     49,097  
13,100   

New China Life Insurance Co., Ltd. Class H

     44,702  
1,195   

New Oriental Education & Technology Group, Inc. ADR*

     9,787  
262,000   

PetroChina Co., Ltd. Class H

     127,528  
62,000   

PICC Property & Casualty Co., Ltd. Class H

     54,289  
27,000   

Ping An Insurance Group Co., of China Ltd. Class H

     264,408  


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
103,000   

Postal Savings Bank of China Co., Ltd. Class H(1)

   $ 69,367  
28,000   

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

     65,332  
9,700   

Shenzhou International Group Holdings Ltd.

     244,940  
3,100   

Tencent Holdings Ltd.

     233,123  
26,000   

Tingyi Cayman Islands Holding Corp.

     51,894  
5,279   

Vipshop Holdings Ltd. ADR*

     106,002  
24,000   

Weichai Power Co., Ltd. Class H

     53,341  
110,000   

Xinyi Solar Holdings Ltd.

     237,398  
2,630   

Yum China Holdings, Inc.

     174,237  
92,000   

Zijin Mining Group Co., Ltd. Class H

     123,680  
68,200   

Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H

     71,398  
566   

ZTO Express Cayman, Inc. ADR

     17,178  
     

 

 

 
              9,184,535  
     

 

 

 
  

Hong Kong - 0.3%

 

6,000   

China Resources Beer Holdings Co., Ltd.

     53,890  
10,000   

China Resources Gas Group Ltd.

     60,006  
4,000   

Guangdong Investment Ltd.

     5,748  
     

 

 

 
        119,644  
     

 

 

 
  

India - 4.7%

 

740   

Axis Bank Ltd. GDR*

     37,222  
4,437   

Dr. Reddy’s Laboratories Ltd. ADR

     326,164  
3,425   

HDFC Bank Ltd. ADR*

     250,436  
11,613   

ICICI Bank Ltd. ADR*

     198,582  
22,359   

Infosys Ltd. ADR

     473,787  
4,425   

Reliance Industries Ltd. GDR(1)

     250,455  
1,918   

State Bank of India GDR

     107,216  
42,496   

Wipro Ltd. ADR

     331,894  
1,003   

WNS Holdings Ltd. ADR*

     80,110  
     

 

 

 
        2,055,866  
     

 

 

 
  

Indonesia - 3.6%

 

205,300   

Adaro Energy Tbk PT

     17,061  
746,400   

Astra International Tbk PT

     254,291  
4,800   

Bank Central Asia Tbk PT

     9,972  
140,000   

Bank Mandiri Persero Tbk PT

     56,966  
280,800   

Bank Rakyat Indonesia Persero Tbk PT

     76,300  
998,600   

Bukit Asam Tbk PT

     137,738  
334,500   

Harum Energy Tbk PT

     117,075  
210,100   

Indo Tambangraya Megah Tbk PT

     205,753  
143,100   

Indofood Sukses Makmur Tbk PT

     60,941  
687,900   

Merdeka Copper Gold Tbk PT*

     139,478  
1,186,700   

Telekomunikasi Indonesia Persero Tbk PT

     257,800  
162,600   

United Tractors Tbk PT

     227,079  
     

 

 

 
        1,560,454  
     

 

 

 
  

Malaysia - 3.7%

 

182,400   

CIMB Group Holdings Bhd

     202,545  
242,500   

DiGi.Com Bhd

     241,244  
32,500   

Hartalega Holdings Bhd

     57,539  
28,200   

Hong Leong Bank Bhd

     127,160  
145,024   

Malayan Banking Bhd

     283,306  
9,600   

Malaysian Pacific Industries Bhd

     89,722  
12,000   

Maxis Bhd

     12,689  
46,000   

Petronas Chemicals Group Bhd

     89,308  
50,700   

Petronas Gas Bhd

     189,293  
40,500   

Public Bank Bhd

     40,095  
31,900   

Tenaga Nasional Bhd

     75,226  
42,400   

TIME dotCom Bhd

     143,597  
70,100   

Top Glove Corp. Bhd

     70,412  
     

 

 

 
        1,622,136  
     

 

 

 
  

Mexico - 4.6%

 

555,853   

America Movil S.A.B. de C.V. Class L

     418,764  
45,646   

Coca-Cola Femsa S.A.B. de C.V.

     241,865  


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
23,065   

El Puerto de Liverpool S.A.B. de C.V. Class C1

   $ 102,232  
21,564   

Fomento Economico Mexicano S.A.B. de C.V.

     182,612  
6,126   

Gruma S.A.B. de C.V. Class B

     68,938  
63,200   

Grupo Bimbo S.A.B. de C.V. Class A

     139,348  
2,370   

Grupo Elektra S.A.B. de C.V.

     192,071  
22,102   

Grupo Financiero Banorte S.A.B. de C.V. Class O

     142,488  
46,800   

Grupo Mexico S.A.B. de C.V. Class B

     220,855  
94,082   

Wal-Mart de Mexico S.A.B. de C.V.

     307,661  
     

 

 

 
              2,016,834  
     

 

 

 
  

Philippines - 2.1%

 

6,525   

Ayala Corp.

     106,934  
35,670   

BDO Unibank, Inc.

     82,717  
5,120   

Globe Telecom, Inc.

     192,990  
16,640   

Manila Electric Co.

     94,492  
96,500   

Metropolitan Bank & Trust Co.

     96,273  
10,180   

PLDT, Inc.

     269,645  
3,305   

SM Investments Corp.

     67,671  
     

 

 

 
        910,722  
     

 

 

 
  

Poland - 2.9%

 

6,570   

Asseco Poland S.A.

     133,143  
752   

Cyfrowy Polsat S.A.

     5,914  
3,332   

Dino Polska S.A.*(1)

     244,977  
1,511   

KGHM Polska Miedz S.A.

     74,478  
15,356   

Polski Koncern Naftowy ORLEN S.A.

     309,702  
83,552   

Polskie Gornictwo Naftowe i Gazownictwo S.A.

     146,430  
8,830   

Powszechna Kasa Oszczednosci Bank Polski S.A.*

     87,743  
25,310   

Powszechny Zaklad Ubezpieczen S.A.*

     243,992  
     

 

 

 
        1,246,379  
     

 

 

 
  

Russia - 3.4%

 

31,323   

Gazprom PJSC ADR

     238,744  
1,606   

LUKOIL PJSC ADR

     148,748  
6,018   

Magnit PJSC GDR

     87,291  
9,414   

Magnitogorsk Iron & Steel Works PJSC GDR

     101,106  
7,139   

MMC Norilsk Nickel PJSC ADR

     243,226  
3,467   

Mobile TeleSystems PJSC ADR

     32,104  
958   

Novolipetsk Steel PJSC GDR

     30,177  
6,225   

PhosAgro PJSC GDR

     125,994  
224   

Polyus PJSC GDR

     21,672  
15,375   

Sberbank of Russia PJSC ADR

     255,302  
9,877   

Severstal PAO GDR

     212,356  
     

 

 

 
        1,496,720  
     

 

 

 
  

South Africa - 2.1%

 

12,974   

Absa Group Ltd.*

     123,318  
27,483   

FirstRand Ltd.

     103,147  
3,581   

Kumba Iron Ore Ltd.

     160,655  
21,613   

Shoprite Holdings Ltd.

     235,281  
2,121   

SPAR Group Ltd.

     26,870  
9,456   

Standard Bank Group Ltd.

     84,509  
20,253   

Vodacom Group Ltd.

     182,648  
     

 

 

 
        916,428  
     

 

 

 
  

South Korea - 16.6%

 

1,174   

Cheil Worldwide, Inc.

     26,219  
445   

Chong Kun Dang Pharmaceutical Corp.

     54,136  
12   

CJ CheilJedang Corp.

     4,912  
376   

Com2uSCorp

     41,301  
2,708   

Daesang Corp.

     66,729  
9,429   

Daesung Holdings Co., Ltd.

     320,259  
2,978   

Danawa Co., Ltd.

     80,390  
274   

DI Dong Il Corp.

     47,810  
3,058   

DongKook Pharmaceutical Co., Ltd.

     76,576  
1,284   

DoubleUGames Co., Ltd.

     67,954  


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
1,026   

E-Mart, Inc.

   $ 145,771  
692   

Gravity Co., Ltd. ADR*

     74,957  
1,603   

GS Engineering & Construction Corp.

     61,065  
1,280   

Hana Financial Group, Inc.

     52,341  
11,032   

Hancom, Inc.*

     236,578  
3,156   

Handsome Co., Ltd.

     120,366  
3,333   

Hankook Tire & Technology Co., Ltd.

     153,013  
8,500   

Hanon Systems

     124,917  
46   

Hansol Chemical Co., Ltd.

     10,028  
3,960   

Huchems Fine Chemical Corp.

     81,932  
599   

Hyundai Glovis Co., Ltd.

     111,167  
3,997   

Hyundai Home Shopping Network Corp.

     320,853  
4,000   

Hyundai Marine & Fire Insurance Co., Ltd.

     90,574  
87   

Hyundai Motor Co.

     18,502  
7,421   

INTOPS Co., Ltd.

     202,304  
21,031   

JB Financial Group Co., Ltd.

     140,624  
1,406   

JoyCity Corp.*

     14,483  
1,972   

KC Co., Ltd.

     47,280  
2,542   

Kia Motors Corp.

     202,249  
3,173   

Kolon Global Corp.

     69,030  
547   

KoMiCo Ltd.

     34,049  
48,412   

Korea Asset In Trust Co., Ltd.

     206,132  
1,050   

Korea Ratings Corp.

     82,050  
16,982   

Korean Reinsurance Co.

     148,535  
1,814   

KT&G Corp.

     135,951  
259   

LEENO Industrial, Inc.

     40,363  
152   

LG Chem Ltd.

     114,727  
2,131   

LG Electronics, Inc.

     309,389  
24,163   

LG Uplus Corp.

     329,354  
673   

LOTTE Fine Chemical Co., Ltd.

     39,442  
6,651   

Meritz Fire & Marine Insurance Co., Ltd.

     120,482  
764   

NAVER Corp.

     283,239  
41   

NCSoft Corp.

     29,854  
774   

NICE Information Service Co., Ltd.

     17,251  
328   

NongShim Co., Ltd.

     91,309  
334   

Park Systems Corp.

     38,734  
2,105   

Pearl Abyss Corp.*

     141,499  
148   

POSCO

     45,735  
5,581   

Posco ICT Co., Ltd.

     42,422  
905   

S-1 Corp.

     65,817  
253   

Samsung Electro-Mechanics Co., Ltd.

     39,765  
5,363   

Samsung Electronics Co., Ltd.

     384,313  
315   

Samsung SDI Co., Ltd.

     195,240  
2,397   

Samsung Securities Co., Ltd.

     95,676  
768   

Sebang Global Battery Co., Ltd.

     66,151  
881   

Silicon Works Co., Ltd.

     95,129  
2,997   

SK Hynix, Inc.

     339,313  
125   

SK Materials Co., Ltd.

     39,082  
1,024   

SK Telecom Co., Ltd.

     290,974  
2,352   

Spigen Korea Co., Ltd.

     118,629  
10,541   

Ssangyong Cement Industrial Co., Ltd.

     78,158  
576   

Woongjin Coway Co., Ltd.

     40,253  
1,095   

Yuhan Corp.

     61,355  
     

 

 

 
              7,224,692  
     

 

 

 
  

Taiwan - 18.8%

 

9,000   

Accton Technology Corp.

     106,756  
86,000   

Acer, Inc.

     90,437  
2,000   

Advantech Co., Ltd.

     24,765  
12,000   

Ardentec Corp.

     19,467  
26,000   

Asia Vital Components Co., Ltd.

     75,306  
21,000   

Asustek Computer, Inc.

     280,000  
122,000   

Chang Wah Electromaterials, Inc.

     144,495  
161,000   

Cheng Loong Corp.

     280,251  
30,000   

Cheng Uei Precision Industry Co., Ltd.

     45,491  


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
58,431   

Chicony Electronics Co., Ltd.

   $ 168,608  
6,000   

Chipbond Technology Corp.

     15,505  
44,000   

ChipMOS Technologies, Inc.

     75,169  
13,000   

Chung-Hsin Electric & Machinery Manufacturing Corp.

     23,702  
35,000   

Chunghwa Telecom Co., Ltd.

     143,203  
254,000   

Compal Electronics, Inc.

     203,747  
107,000   

Coretronic Corp.

     235,410  
17,000   

Delta Electronics, Inc.

     184,872  
30,000   

Elite Semiconductor Microelectronics Technology, Inc.

     175,505  
145,000   

Elitegroup Computer Systems Co., Ltd.*

     114,491  
52,000   

Everlight Electronics Co., Ltd.

     98,354  
18,000   

Far EasTone Telecommunications Co., Ltd.

     41,734  
53,000   

Feng Hsin Steel Co., Ltd.

     154,649  
3,000   

FocalTech Systems Co., Ltd.

     24,334  
74,000   

Getac Technology Corp.

     146,075  
13,000   

Gold Circuit Electronics Ltd.*

     31,214  
14,000   

Great Wall Enterprise Co., Ltd.

     30,198  
41,000   

Greatek Electronics, Inc.

     115,955  
100,224   

Hon Hai Precision Industry Co., Ltd.

     402,874  
60,000   

Inventec Corp.

     56,528  
15,000   

Kenda Rubber Industrial Co., Ltd.

     21,804  
12,000   

King Yuan Electronics Co., Ltd.

     19,338  
110,245   

Lite-On Technology Corp.

     227,909  
1,000   

Lotes Co., Ltd.

     20,960  
7,000   

Micro-Star International Co., Ltd.

     39,569  
70,000   

Nantex Industry Co., Ltd.

     360,520  
11,000   

Novatek Microelectronics Corp.

     197,003  
91,000   

Pegatron Corp.

     224,703  
41,000   

Pou Chen Corp.

     57,830  
2,000   

President Chain Store Corp.

     18,878  
10,000   

Primax Electronics Ltd.

     20,458  
213,000   

Qisda Corp.

     235,456  
28,000   

Quanta Computer, Inc.

     87,932  
21,000   

Radiant Opto-Electronics Corp.

     91,575  
202,000   

Sanyang Motor Co., Ltd.

     218,947  
74,534   

Sigurd Microelectronics Corp.*

     149,804  
2,000   

Simplo Technology Co., Ltd.

     25,769  
25,000   

Sino-American Silicon Products, Inc.

     173,172  
104,000   

Synnex Technology International Corp.

     189,990  
6,000   

Taiwan Mobile Co., Ltd.

     21,965  
18,000   

Taiwan Semiconductor Manufacturing Co., Ltd.

     384,388  
18,000   

Topco Scientific Co., Ltd.

     80,754  
104,000   

Tung Ho Steel Enterprise Corp.

     195,962  
3,000   

TXC Corp.

     13,567  
154,000   

United Microelectronics Corp.

     293,491  
11,000   

Vanguard International Semiconductor Corp.

     46,586  
76,000   

Wan Hai Lines Ltd.

     875,585  
24,000   

Winbond Electronics Corp.

     30,019  
132,686   

Wistron Corp.

     147,627  
7,000   

Wistron NeWeb Corp.

     19,094  
10,000   

WPG Holdings Ltd.

     18,340  
86,000   

YFY, Inc.

     141,057  
     

 

 

 
              8,159,147  
     

 

 

 
  

Thailand - 4.8%

 

57,347   

Advanced Info Service PCL NVDR

     305,970  
9,000   

Bangkok Bank PCL NVDR

     31,732  
142,600   

Bangkok Dusit Medical Services PCL NVDR

     102,334  
154,900   

Bank of Ayudhya plc NVDR

     151,034  
29,600   

CP ALL PCL NVDR

     55,413  
13,600   

Delta Electronics Thailand PCL NVDR

     245,267  
64,900   

Intouch Holdings PCL NVDR

     131,622  
83,800   

Krung Thai Bank PCL NVDR

     27,977  
710,000   

Noble Development PCL NVDR

     162,824  
30,000   

PTT Exploration & Production PCL NVDR

     109,516  


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

          Market Value  
162,300   

PTT PCL NVDR

      $ 198,761  
14,600   

Siam Cement PCL NVDR

        196,792  
112,500   

Siam Makro PCL NVDR

        130,753  
4,800   

Sri Trang Agro-Industry PCL NVDR

        6,066  
245,300   

Supalai PCL NVDR

        157,665  
110,000   

United Paper PCL NVDR

        72,418  
        

 

 

 
                 2,086,144  
        

 

 

 
  

Turkey - 2.9%

     
14,332   

AG Anadolu Grubu Holding AS

        35,799  
58,987   

Aksa Enerji Uretim AS*

        78,491  
53,719   

Arcelik A.S.

        184,268  
24,402   

BIM Birlesik Magazalar A.S.

        174,571  
144   

EGE Endustri VE Ticaret AS

        20,042  
101,592   

Enka Insaat ve Sanayi AS

        109,105  
176,489   

Goodyear Lastikleri AS

        136,519  
74,298   

Haci Omer Sabanci Holding AS

        76,030  
29,466   

Iskenderun Demir ve Celik AS

        38,191  
2,527   

Tofas Turk Otomobil Fabrikasi AS

        8,593  
161,312   

Turk Telekomunikasyon AS

        123,293  
170,475   

Turkiye Garanti Bankasi A.S.

        162,871  
17,247   

Vestel Beyaz Esya Sanayi ve Ticaret AS

        89,694  
        

 

 

 
           1,237,467  
        

 

 

 
  

Total Common Stocks
(cost $34,545,865)

      $ 41,968,291  
        

 

 

 

Preferred Stocks - 2.9%

     
  

Brazil - 2.4%

     
56,857   

Banco Bradesco S.A.

        291,545  
36,553   

Cia de Transmissao de Energia Eletrica Paulista

        182,770  
13,180   

Cia Paranaense de Energia

        15,576  
58,571   

Itau S.A.

        130,149  
68,761   

Itau Unibanco Holding S.A.

        408,358  
        

 

 

 
           1,028,398  
        

 

 

 
  

Chile - 0.5%

     
38,388   

Embotelladora Andina S.A. Class B

        89,644  
2,994   

Sociedad Quimica y Minera de Chile S.A. Series B

        142,276  
        

 

 

 
           231,920  
        

 

 

 
  

Total Preferred Stocks
(cost $1,013,423)

      $ 1,260,318  
        

 

 

 
  

Total Long-Term Investments
(cost $35,559,288)

      $ 43,228,609  
        

 

 

 
  

Total Investments
(cost $35,559,288)

     99.4%      $ 43,228,609  
  

Other Assets and Liabilities

     0.6%        261,439  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 43,490,048  
     

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

  * 

Non-income producing.

  (1) 

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At June 30, 2021, the aggregate value of these securities was $1,052,603, representing 2.4% of net assets.


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Futures Contracts Outstanding at June 30, 2021  
Description    Number
of
Contracts
         Expiration Date       

        Current        

Notional

Amount

   

  Value and  
Unrealized

Appreciation/

  (Depreciation)  

 

Long position contracts:

 

MSCI Emerging Market Index Future

     3      09/17/2021    $ 204,720     $ (369)  
          

 

 

 

Total futures contracts

 

  $         (369)  
          

 

 

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

  GLOSSARY: (abbreviations used in preceding Schedule of Investments)
  Other Abbreviations:                 
  ADR    American Depositary Receipt
  GDR    Global Depositary Receipt
  NVDR    Non-Voting Depositary Receipt
  OTC    Over-the-Counter
     PJSC    Private Joint Stock Company
  PT    Perseroan Terbatas


     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Brazil

   $ 1,297,727       $ 1,297,727       $ —       $ —   

Cayman Islands

     82,457         82,457         —         —   

Chile

     750,939         750,939         —         —   

China

     9,184,535         9,184,535         —         —   

Hong Kong

     119,644         119,644         —         —   

India

     2,055,866         2,055,866         —         —   

Indonesia

     1,560,454         1,560,454         —         —   

Malaysia

     1,622,136         1,622,136         —         —   

Mexico

     2,016,834         2,016,834         —         —   

Philippines

     910,722         910,722         —         —   

Poland

     1,246,379         1,246,379         —         —   

Russia

     1,496,720         1,496,720         —         —   

South Africa

     916,428         916,428         —         —   

South Korea

     7,224,692         7,224,692         —         —   

Taiwan

     8,159,147         8,159,147         —         —   

Thailand

     2,086,144         2,086,144         —         —   

Turkey

     1,237,467         1,237,467         —         —   

Preferred Stocks

     1,260,318         1,260,318         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     43,228,609       $     43,228,609       $                     —       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Futures Contracts(2)

   $ (369)      $ (369)      $ —       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (369)      $ (369)      $ —       $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

For the period ended June 30, 2021, there were no transfers in and out of Level 3.

  (2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.5%

 

  

Automobiles & Components - 0.0%

 

117   

Patrick Industries, Inc.

   $ 8,541  
     

 

 

 
  

Banks - 7.1%

 

660   

Associated Banc-Corp.

     13,517  
25   

Axos Financial, Inc.*

     1,160  
3,909   

Bancorp, Inc.*

     89,946  
179   

BancorpSouth Bank

     5,071  
233   

Banner Corp.

     12,631  
1,436   

Capitol Federal Financial, Inc.

     16,916  
520   

Cathay General Bancorp

     20,467  
828   

Central Pacific Financial Corp.

     21,578  
261   

City Holding Co.

     19,638  
287   

Community Trust Bancorp, Inc.

     11,589  
1,723   

CVB Financial Corp.

     35,477  
8,618   

First BanCorp

     110,583  
2,935   

First Busey Corp.

     72,377  
878   

First Financial Corp.

     35,840  
1,279   

First Hawaiian, Inc.

     36,247  
5,048   

First Interstate BancSystem, Inc. Class A

     211,158  
297   

First Merchants Corp.

     12,376  
701   

Fulton Financial Corp.

     11,062  
22   

Great Southern Bancorp, Inc.

     1,186  
530   

Heartland Financial USA, Inc.

     24,905  
853   

Heritage Financial Corp.

     21,342  
1,399   

Hilltop Holdings, Inc.

     50,924  
593   

HomeStreet, Inc.

     24,159  
6,535   

Hope Bancorp, Inc.

     92,666  
1,400   

Independent Bank Corp.

     34,590  
452   

Lakeland Financial Corp.

     27,861  
570   

Meridian Bancorp, Inc.

     11,662  
296   

Midland States Bancorp, Inc.

     7,776  
2,122   

Mr Cooper Group, Inc.*

     70,153  
399   

NBT Bancorp, Inc.

     14,352  
906   

Nicolet Bankshares, Inc.*

     63,728  
2,602   

Northwest Bancshares, Inc.

     35,491  
3,132   

Old National Bancorp

     55,154  
218   

Park National Corp.

     25,597  
479   

PennyMac Financial Services, Inc.

     29,564  
193   

Peoples Bancorp, Inc.

     5,717  
364   

Preferred Bank

     23,030  
192   

QCR Holdings, Inc.

     9,233  
541   

Renasant Corp.

     21,640  
153   

ServisFirst Bancshares, Inc.

     10,401  
1,635   

Simmons First National Corp. Class A

     47,971  
196   

Stock Yards Bancorp, Inc.

     9,974  
1,410   

Towne Bank

     42,892  
581   

TriCo Bancshares

     24,739  
930   

TrustCo Bank Corp.

     31,973  
1,838   

Trustmark Corp.

     56,610  
260   

UMB Financial Corp.

     24,196  
467   

Univest Financial Corp.

     12,315  
856   

Walker & Dunlop, Inc.

     89,349  
310   

Washington Federal, Inc.

     9,852  
166   

Washington Trust Bancorp, Inc.

     8,524  
2,279   

Waterstone Financial, Inc.

     44,805  
     

 

 

 
              1,801,964  
     

 

 

 
  

Capital Goods - 7.8%

 

247   

Alamo Group, Inc.

     37,712  
9,989   

Alpha Pro Tech Ltd.*(1)

     85,606  
427   

Ameresco, Inc. Class A*

     26,781  
816   

Applied Industrial Technologies, Inc.

     74,305  
2,408   

Atkore International Group, Inc*

     170,968  
2,340   

BlueLinx Holdings, Inc.*

     117,655  


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
869   

Boise Cascade Co.

   $ 50,706  
932   

Comfort Systems USA, Inc.

     73,432  
1,218   

Federal Signal Corp.

     49,000  
908   

Global Industrial Co.

     33,333  
3,726   

GMS, Inc.*

     179,370  
4,892   

Great Lakes Dredge & Dock Corp.*

     71,472  
934   

Greenbrier Cos., Inc.

     40,704  
1,165   

IES Holdings, Inc.*

     59,834  
248   

Kadant, Inc.

     43,670  
455   

McGrath Rent Corp.

     37,114  
5,164   

Meritor, Inc.*

     120,941  
1,749   

Miller Industries, Inc.

     68,981  
2,459   

MSC Industrial Direct Co., Inc. Class A

     220,646  
3,414   

MYR Group, Inc.*

     310,401  
569   

National Presto Industries, Inc.

     57,839  
481   

Primoris Services Corp.

     14,156  
1,179   

Sterling Construction Co., Inc.*

     28,449  
337   

Trinity Industries, Inc.

     9,062  
     

 

 

 
              1,982,137  
     

 

 

 
  

Commercial & Professional Services - 3.9%

 

222   

Barrett Business Services, Inc.

     16,119  
1,943   

Brady Corp. Class A

     108,886  
491   

CBIZ, Inc.*

     16,090  
4,013   

Ennis, Inc.

     86,360  
1,458   

Healthcare Services Group, Inc.

     46,029  
1,797   

Herman Miller, Inc.

     84,711  
2,137   

HNI Corp.

     93,964  
1,398   

Kforce, Inc.

     87,976  
4,100   

Kimball International, Inc. Class B

     53,915  
723   

ManTech International Corp. Class A

     62,568  
4,358   

Resources Connection, Inc.

     62,581  
8,451   

Steelcase, Inc. Class A

     127,695  
894   

TriNet Group, Inc.*

     64,797  
347   

UniFirst Corp.

     81,420  
     

 

 

 
        993,111  
     

 

 

 
  

Consumer Durables & Apparel - 3.4%

 

945   

Acushnet Holdings Corp.

     46,683  
2,430   

Escalade, Inc.

     55,769  
5,110   

Ethan Allen Interiors, Inc.

     141,036  
3,351   

Green Brick Partners, Inc.*

     76,202  
836   

Johnson Outdoors, Inc. Class A

     101,156  
6,172   

Lakeland Industries, Inc.*

     137,821  
636   

Malibu Boats, Inc. Class A*

     46,638  
375   

MDC Holdings, Inc.

     18,975  
1,693   

Nautilus, Inc.*

     28,527  
1,848   

Sturm Ruger & Co., Inc.

     166,283  
41   

Superior Group of Cos., Inc.

     980  
1,020   

Tupperware Brands Corp.*

     24,225  
1,010   

Vera Bradley, Inc.*

     12,514  
323   

Vista Outdoor, Inc.*

     14,948  
     

 

 

 
        871,757  
     

 

 

 
  

Consumer Services - 1.4%

 

3,635   

American Public Education, Inc.*

     103,016  
1,950   

H&R Block, Inc.

     45,786  
5,924   

Perdoceo Education Corp.*

     72,687  
4,229   

Stride, Inc.*

     135,878  
     

 

 

 
        357,367  
     

 

 

 
  

Diversified Financials - 3.1%

 

2,030   

Artisan Partners Asset Management, Inc. Class A

     103,165  
464   

B. Riley Financial, Inc.

     35,032  
494   

Cannae Holdings, Inc.*

     16,752  
1,823   

Cowen, Inc. Class A

     74,834  


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
377   

Diamond Hill Investment Group, Inc.

   $ 63,076  
2,938   

Donnelley Financial Solutions, Inc.*

     96,954  
1,861   

Houlihan Lokey, Inc.

     152,211  
659   

Moelis & Co. Class A

     37,490  
401   

Oppenheimer Holdings, Inc. Class A

     20,387  
245   

PRA Group, Inc.*

     9,425  
104   

Regional Management Corp.

     4,840  
1,542   

StoneX Group, Inc.*

     93,553  
3,364   

Virtu Financial, Inc. Class A

     92,947  
     

 

 

 
        800,666  
     

 

 

 
  

Energy - 3.5%

 

1,307   

Bonanza Creek Energy, Inc.

     61,520  
466   

Centrus Energy Corp. Class A*

     11,827  
18,372   

Clean Energy Fuels Corp.*

     186,476  
37,998   

DHT Holdings, Inc.

     246,607  
7,141   

National Energy Services Reunited Corp.*

     101,759  
2,823   

Renewable Energy Group, Inc.*

     175,986  
580   

Solaris Oilfield Infrastructure, Inc. Class A

     5,649  
9,743   

W&T Offshore, Inc.*

     47,254  
1,862   

World Fuel Services Corp.

     59,081  
     

 

 

 
                 896,159  
     

 

 

 
  

Food & Staples Retailing - 2.5%

 

3,236   

Ingles Markets, Inc. Class A

     188,562  
192   

PriceSmart, Inc.

     17,474  
4,038   

SpartanNash Co.

     77,974  
8,152   

Sprouts Farmers Market, Inc.*

     202,577  
388   

United Natural Foods, Inc.*

     14,348  
2,845   

Weis Markets, Inc.

     146,973  
     

 

 

 
        647,908  
     

 

 

 
  

Food, Beverage & Tobacco - 1.7%

 

130   

Coca-Cola Consolidated, Inc.

     52,277  
1,500   

John B Sanfilippo & Son, Inc.

     132,855  
1   

Mehadrin Ltd.*

     30  
955   

National Beverage Corp.

     45,105  
556   

Pilgrim’s Pride Corp.*

     12,332  
804   

Universal Corp.

     45,804  
10,247   

Vector Group Ltd.

     144,892  
     

 

 

 
        433,295  
     

 

 

 
  

Health Care Equipment & Services - 10.9%

 

963   

Acadia Healthcare Co., Inc.*

     60,428  
1,179   

Addus HomeCare Corp.*

     102,856  
7,208   

Allscripts Healthcare Solutions, Inc.*

     133,420  
2,150   

AMN Healthcare Services, Inc.*

     208,507  
1,447   

Apollo Medical Holdings, Inc.*

     90,886  
14   

Atrion Corp.

     8,693  
1,722   

Avanos Medical, Inc.*

     62,629  
38   

BioLife Solutions, Inc.*

     1,691  
841   

CareCloud, Inc.*

     7,081  
6,418   

Co-Diagnostics, Inc.*

     52,949  
855   

Computer Programs & Systems, Inc.

     28,412  
402   

Corvel Corp.*

     53,989  
919   

Fulgent Genetics, Inc.*

     84,759  
1,075   

Hanger, Inc.*

     27,176  
554   

ICU Medical, Inc.*

     114,013  
5,084   

InfuSystem Holdings, Inc.*

     105,696  
2,807   

Inovalon Holdings, Inc. Class A*

     95,663  
619   

Integer Holdings Corp.*

     58,310  
1,231   

Joint Corp.*

     103,306  
362   

LeMaitre Vascular, Inc.

     22,089  
1,681   

Magellan Health, Inc.*

     158,350  
10,946   

Meridian Bioscience, Inc.*

     242,782  
763   

Merit Medical Systems, Inc.*

     49,336  


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
882   

ModivCare, Inc.*

   $ 150,002  
840   

National HealthCare Corp.

     58,716  
2,043   

NextGen Healthcare, Inc.*

     33,893  
5,113   

OraSure Technologies, Inc.*

     51,846  
1,410   

Orthofix Medical, Inc.*

     56,555  
3,299   

Owens & Minor, Inc.

     139,647  
3,350   

Patterson Cos., Inc.

     101,807  
3,634   

Select Medical Holdings Corp.

     153,573  
274   

Simulations Plus, Inc.

     15,045  
739   

STAAR Surgical Co.*

     112,697  
2,615   

Zynex, Inc.*

     40,611  
     

 

 

 
        2,787,413  
     

 

 

 
  

Household & Personal Products - 1.3%

 

1,178   

Central Garden & Pet Co. Class A*

     56,897  
1,915   

Nu Skin Enterprises, Inc. Class A

     108,485  
1,589   

USANA Health Sciences, Inc.*

     162,761  
     

 

 

 
        328,143  
     

 

 

 
  

Insurance - 4.5%

 

351   

American Equity Investment Life Holding Co.

     11,344  
1,346   

American National Group, Inc.

     199,948  
1,164   

AMERISAFE, Inc.

     69,479  
7,350   

CNO Financial Group, Inc.

     173,607  
1,917   

Employers Holdings, Inc.

     82,048  
1,244   

HCI Group, Inc.

     123,691  
2,314   

Horace Mann Educators Corp.

     86,590  
3,181   

Mercury General Corp.

     206,606  
1,218   

Safety Insurance Group, Inc.

     95,345  
1,914   

Stewart Information Services Corp.

     108,505  
     

 

 

 
              1,157,163  
     

 

 

 
  

Materials - 4.1%

 

3,494   

Commercial Metals Co.

     107,336  
1,255   

Domtar Corp.*

     68,975  
4,167   

FutureFuel Corp.

     40,003  
2,368   

Greif, Inc. Class A

     143,382  
300   

Hawkins, Inc.

     9,825  
481   

Kaiser Aluminum Corp.

     59,399  
1,810   

Kronos Worldwide, Inc.

     25,919  
662   

Mesabi Trust

     23,435  
1,542   

Myers Industries, Inc.

     32,382  
2,238   

Ryerson Holding Corp.*

     32,675  
3,182   

Schnitzer Steel Industries, Inc. Class A

     156,077  
2,574   

Schweitzer-Mauduit International, Inc.

     103,938  
2,044   

Silgan Holdings, Inc.

     84,826  
347   

Stepan Co.

     41,734  
2,367   

Tredegar Corp.

     32,593  
1,449   

Worthington Industries, Inc.

     88,650  
     

 

 

 
        1,051,149  
     

 

 

 
  

Media & Entertainment - 2.6%

 

3,094   

AMC Networks, Inc. Class A*

     206,679  
9,563   

Angi, Inc. Class A*

     129,292  
3,390   

John Wiley & Sons, Inc. Class A

     204,010  
8,917   

MSG Networks, Inc. Class A*

     130,010  
     

 

 

 
        669,991  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.8%

 

4,735   

Amphastar Pharmaceuticals, Inc.*

     95,458  
1,126   

Anika Therapeutics, Inc.*

     48,745  
3,289   

BioDelivery Sciences International, Inc.*

     11,775  
35,476   

Catalyst Pharmaceuticals, Inc.*

     203,987  
6,832   

Coherus Biosciences, Inc.*

     94,487  
1,344   

Collegium Pharmaceutical, Inc.*

     31,772  
9,511   

Corcept Therapeutics, Inc.*

     209,242  


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
673   

Eagle Pharmaceuticals, Inc.*

   $ 28,804  
9,912   

Ironwood Pharmaceuticals, Inc.*

     127,567  
1,788   

Luminex Corp.

     65,798  
416   

Pacira BioSciences, Inc.*

     25,243  
5,462   

Phibro Animal Health Corp. Class A

     157,743  
1,775   

Prestige Consumer Healthcare, Inc.*

     92,478  
11,323   

SIGA Technologies, Inc.*

     71,108  
6,042   

Supernus Pharmaceuticals, Inc.*

     186,033  
13,325   

Vanda Pharmaceuticals, Inc.*

     286,621  
1,642   

Voyager Therapeutics, Inc.*

     6,781  
     

 

 

 
        1,743,642  
     

 

 

 
  

Real Estate - 6.5%

 

19,383   

Apartment Investment and Management Co. Class A, REIT

     130,060  
9,886   

Bluerock Residential Growth REIT, Inc.

     100,541  
5,911   

Brandywine Realty Trust REIT

     81,040  
2,706   

Brookfield Property, Inc. Class A, REIT

     51,116  
1,606   

Centerspace REIT

     126,713  
1,526   

City Office, Inc. REIT

     18,968  
826   

Corporate Office Properties Trust REIT

     23,120  
2,641   

Easterly Government Properties, Inc. REIT

     55,672  
8,477   

Equity Commonwealth REIT

     222,097  
1,630   

eXp World Holdings, Inc.*

     63,195  
5,007   

Farmland Partners, Inc. REIT

     60,334  
4,151   

Forestar Group, Inc.*

     86,797  
16,871   

Geo Group, Inc. REIT(1)

     120,122  
582   

Getty Realty Corp. REIT

     18,129  
2,924   

Independence Realty Trust, Inc. REIT

     53,305  
996   

Industrial Logistics Properties Trust REIT

     26,036  
1,694   

iStar, Inc. REIT

     35,117  
529   

Kennedy-Wilson Holdings, Inc.

     10,511  
454   

LTC Properties, Inc. REIT

     17,429  
2,534   

Marcus & Millichap, Inc. REIT*

     98,497  
207   

NexPoint Residential Trust, Inc. REIT

     11,381  
3,494   

Piedmont Office Realty Trust, Inc. Class A, REIT

     64,534  
2,331   

RMR Group, Inc. REIT

     90,070  
3,379   

RPT Realty REIT

     43,859  
3,650   

Sunstone Hotel Investors, Inc. REIT*

     45,333  
     

 

 

 
              1,653,976  
     

 

 

 
  

Retailing - 10.1%

 

4,569   

1-800-Flowers.com, Inc. Class A*

     145,614  
3,313   

Abercrombie & Fitch Co. Class A*

     153,823  
116   

America’s Car-Mart, Inc.*

     16,440  
392   

American Eagle Outfitters, Inc.

     14,712  
571   

Asbury Automotive Group, Inc.*

     97,852  
1,357   

AutoNation, Inc.*

     128,657  
2,590   

Big 5 Sporting Goods Corp.

     66,511  
3,739   

Big Lots, Inc.

     246,811  
4,504   

Buckle, Inc.

     224,074  
506   

Citi Trends, Inc.*

     44,022  
959   

Core-Mark Holding Co., Inc.

     43,165  
2,834   

Haverty Furniture Cos., Inc.

     121,182  
3,638   

Hibbett Sports, Inc.*

     326,074  
91   

Lumber Liquidators Holdings, Inc.*

     1,920  
1,450   

MarineMax, Inc.*

     70,673  
558   

Murphy USA, Inc.

     74,420  
285   

Nordstrom, Inc.*

     10,422  
971   

ODP Corp.*

     46,618  
1,684   

PetMed Express, Inc.

     53,635  
3,999   

Rent-A-Center, Inc.

     212,227  
8,736   

Sally Beauty Holdings, Inc.*

     192,804  
114   

Shutterstock, Inc.

     11,191  
141   

Sleep Number Corp.*

     15,503  
8,736   

Sportsman’s Warehouse Holdings, Inc.*

     155,239  


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
41   

TravelCenters of America, Inc.*

   $ 1,199  
205   

Urban Outfitters, Inc.*

     8,450  
2,085   

Zumiez, Inc.*

     102,144  
     

 

 

 
        2,585,382  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.6%

 

7,181   

Amkor Technology, Inc.

     169,974  
490   

Axcelis Technologies, Inc.*

     19,806  
2,781   

Diodes, Inc.*

     221,840  
2,612   

FormFactor, Inc.*

     95,234  
3,000   

NeoPhotonics Corp.*

     30,630  
8,231   

Photronics, Inc.*

     108,731  
91   

Synaptics, Inc.*

     14,158  
     

 

 

 
        660,373  
     

 

 

 
  

Software & Services - 3.2%

 

477   

Appfolio, Inc. Class A*

     67,352  
2,795   

CSG Systems International, Inc.

     131,868  
595   

Evertec, Inc.

     25,972  
466   

ExlService Holdings, Inc.*

     49,517  
5,421   

Sykes Enterprises, Inc.*

     291,108  
3,582   

Teradata Corp.*

     178,993  
814   

TTEC Holdings, Inc.

     83,915  
     

 

 

 
        828,725  
     

 

 

 
  

Technology Hardware & Equipment - 6.9%

 

3,285   

Aviat Networks, Inc.*

     107,649  
1,579   

ePlus, Inc.*

     136,884  
1,745   

Fabrinet*

     167,293  
2,754   

Insight Enterprises, Inc.*

     275,428  
351   

Kimball Electronics, Inc.*

     7,631  
2,406   

Methode Electronics, Inc.

     118,399  
2,055   

NETGEAR, Inc.*

     78,748  
776   

OSI Systems, Inc.*

     78,873  
971   

PC Connection, Inc.

     44,928  
1,681   

Plexus Corp.*

     153,660  
3,509   

Sanmina Corp.*

     136,711  
3,197   

Super Micro Computer, Inc.*

     112,470  
181   

SYNNEX Corp.

     22,039  
1,347   

Turtle Beach Corp.*

     42,996  
3,546   

Vishay Intertechnology, Inc.

     79,962  
2,267   

Vishay Precision Group, Inc.*

     77,169  
5,215   

Xerox Holdings Corp.

     122,500  
     

 

 

 
              1,763,340  
     

 

 

 
  

Telecommunication Services - 2.5%

 

4,517   

Consolidated Communications Holdings, Inc.*

     39,705  
9,226   

IDT Corp. Class B*

     340,993  
2,458   

Telephone & Data Systems, Inc.

     55,698  
5,346   

United States Cellular Corp.*

     194,113  
     

 

 

 
        630,509  
     

 

 

 
  

Transportation - 1.8%

 

520   

Air Transport Services Group, Inc.*

     12,080  
1,501   

Hub Group, Inc. Class A*

     99,036  
1,984   

Marten Transport Ltd.

     32,716  
7,777   

Radiant Logistics, Inc.*

     53,895  
494   

Ryder System, Inc.

     36,719  
3,156   

Schneider National, Inc. Class B

     68,706  
1,188   

Universal Logistics Holdings, Inc.

     27,680  
2,819   

Werner Enterprises, Inc.

     125,502  
     

 

 

 
        456,334  
     

 

 

 
  

Utilities - 1.3%

 

568   

Avista Corp.

     24,237  
127   

Chesapeake Utilities Corp.

     15,282  
1,424   

Clearway Energy, Inc.

     37,708  


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

         

Market Value

 
762     

Hawaiian Electric Industries, Inc.

      $ 32,217  
153     

MGE Energy, Inc.

        11,389  
166     

Northwest Natural Holding Co.

        8,718  
684     

Otter Tail Corp.

        33,386  
248     

Portland General Electric Co.

        11,428  
260     

Southwest Gas Holdings, Inc.

        17,209  
7,930     

Spark Energy, Inc. Class A

        89,847  
1,037     

Unitil Corp.

        54,930  
          

 

 

 
             336,351  
          

 

 

 
    

Total Common Stocks
(cost $24,333,880)

      $ 25,445,396  
          

 

 

 
Short-Term Investments - 0.5%

 

    

Securities Lending Collateral - 0.5%

 

20,299     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

        20,299  
105,260     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2)

        105,260  
5,345     

Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2)

        5,345  
          

 

 

 
             130,904  
          

 

 

 
    

Total Short-Term Investments
(cost $130,904)

      $ 130,904  
          

 

 

 
    

Total Investments
(cost $24,464,784)

     100.0%      $         25,576,300  
    

Other Assets and Liabilities

     0.0%        (12,424
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 25,563,876  
       

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

  * 

Non-income producing.

  (1) 

Represents entire or partial securities on loan.

  (2)

Current yield as of period end.

 

Futures Contracts Outstanding at June 30, 2021  
Description    Number
of
Contracts
     Expiration
Date
   Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

E-Mini Russell 2000

     1      09/17/2021    $                 115,390      $                     106    
           

 

 

 

Total futures contracts

 

   $ 106    
           

 

 

 

 

   

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

  GLOSSARY: (abbreviations used in preceding Schedule of Investments)
  Other Abbreviations:                 
     REIT    Real Estate Investment Trust


     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 8,541       $ 8,541       $ —       $ —   

Banks

     1,801,964         1,801,964         —         —   

Capital Goods

     1,982,137         1,982,137         —         —   

Commercial & Professional Services

     993,111         993,111         —         —   

Consumer Durables & Apparel

     871,757         871,757         —         —   

Consumer Services

     357,367         357,367         —         —   

Diversified Financials

     800,666         800,666         —         —   

Energy

     896,159         896,159         —         —   

Food & Staples Retailing

     647,908         647,908         —         —   

Food, Beverage & Tobacco

     433,295         433,295         —         —   

Health Care Equipment & Services

     2,787,413         2,787,413         —         —   

Household & Personal Products

     328,143         328,143         —         —   

Insurance

     1,157,163         1,157,163         —         —   

Materials

     1,051,149         1,051,149         —         —   

Media & Entertainment

     669,991         669,991         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     1,743,642         1,743,642         —         —   

Real Estate

     1,653,976         1,653,976         —         —   

Retailing

     2,585,382         2,585,382         —         —   

Semiconductors & Semiconductor Equipment

     660,373         660,373         —         —   

Software & Services

     828,725         828,725         —         —   

Technology Hardware & Equipment

     1,763,340         1,763,340         —         —   

Telecommunication Services

     630,509         630,509         —         —   

Transportation

     456,334         456,334         —         —   

Utilities

     336,351         336,351         —         —   

Short-Term Investments

     130,904         130,904         —         —   

Futures Contracts(2)

     106         106         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         25,576,406       $         25,576,406       $                 —       $                 —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

For the period ended June 30, 2021, there were no transfers in and out of Level 3.

  (2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.6%

 

  

Automobiles & Components - 0.6%

 

653   

Autoliv, Inc.

   $ 63,837  
17,522   

General Motors Co.*

     1,036,777  
20,881   

Gentex Corp.

     690,953  
916   

Tesla, Inc.*

     622,605  
     

 

 

 
        2,414,172  
     

 

 

 
  

Banks - 2.4%

  
68,358   

Bank of America Corp.

     2,818,400  
7,733   

Bank OZK

     326,023  
3,429   

East West Bancorp, Inc.

     245,825  
18,827   

JP Morgan Chase & Co.

     2,928,352  
1,429   

M&T Bank Corp.

     207,648  
27,344   

People’s United Financial, Inc.

     468,676  
3,484   

PNC Financial Services Group, Inc.

     664,608  
3,004   

Prosperity Bancshares, Inc.

     215,687  
1,327   

SVB Financial Group*

     738,383  
3,902   

U.S. Bancorp

     222,297  
14,880   

Valley National Bancorp

     199,839  
6,141   

Zions Bancorp NA

     324,613  
     

 

 

 
        9,360,351  
     

 

 

 
  

Capital Goods - 4.4%

  
5,870   

3M Co.

     1,165,958  
14,829   

A.O. Smith Corp.

     1,068,578  
2,696   

Advanced Drainage Systems, Inc.

     314,273  
1,932   

AGCO Corp.

     251,894  
1,589   

Carlisle Cos., Inc.

     304,103  
2,352   

Caterpillar, Inc.

     511,866  
5,126   

Cummins, Inc.

     1,249,770  
1,410   

Deere & Co.

     497,321  
3,061   

Eaton Corp. plc

     453,579  
2,891   

Emerson Electric Co.

     278,230  
20,393   

Fastenal Co.

     1,060,436  
2,301   

Generac Holdings, Inc.*

     955,260  
12,417   

Graco, Inc.

     939,967  
2,097   

Honeywell International, Inc.

     459,977  
1,496   

Johnson Controls International plc

     102,671  
4,017   

Lincoln Electric Holdings, Inc.

     529,079  
12,983   

Quanta Services, Inc.

     1,175,870  
1,120   

Regal-Beloit Corp.

     149,531  
3,026   

Snap-on, Inc.

     676,099  
612   

Timken Co.

     49,321  
10,462   

Toro Co.

     1,149,565  
3,289   

Trane Technologies plc

     605,636  
2,660   

Valmont Industries, Inc.

     627,893  
3,897   

Watsco, Inc.

     1,117,036  
3,672   

WW Grainger, Inc.

     1,608,336  
1,490   

Xylem, Inc.

     178,740  
     

 

 

 
              17,480,989  
     

 

 

 
  

Commercial & Professional Services - 1.5%

  
21,628   

Booz Allen Hamilton Holding Corp.

     1,842,273  
4,221   

CACI International, Inc. Class A*

     1,076,861  
5,871   

Jacobs Engineering Group, Inc.

     783,309  
686   

Leidos Holdings, Inc.

     69,355  
2,069   

ManpowerGroup, Inc.

     246,025  
1,937   

Republic Services, Inc.

     213,089  
5,167   

Robert Half International, Inc.

     459,708  
23,280   

Rollins, Inc.

     796,176  
224   

Verisk Analytics, Inc.

     39,137  
1,834   

Waste Management, Inc.

     256,962  
     

 

 

 
        5,782,895  
     

 

 

 


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
  

Consumer Durables & Apparel - 2.2%

 

1,415   

Deckers Outdoor Corp.*

   $ 543,459  
11,267   

Garmin Ltd.

     1,629,659  
3,042   

Helen of Troy Ltd.*

     693,941  
22,283   

Mattel, Inc.*

     447,888  
1,334   

Mohawk Industries, Inc.*

     256,382  
27,010   

NIKE, Inc. Class B

     4,172,775  
260   

VF Corp.

     21,330  
3,250   

Whirlpool Corp.

     708,565  
     

 

 

 
        8,473,999  
     

 

 

 
  

Consumer Services - 0.9%

  
5,152   

Domino’s Pizza, Inc.

     2,403,357  
4,768   

Starbucks Corp.

     533,110  
1,074   

Vail Resorts, Inc.*

     339,942  
2,350   

Yum! Brands, Inc.

     270,321  
     

 

 

 
              3,546,730  
     

 

 

 
  

Diversified Financials - 3.1%

  
384   

Ameriprise Financial, Inc.

     95,570  
15,110   

Berkshire Hathaway, Inc. Class B*

     4,199,371  
388   

BlackRock, Inc.

     339,488  
13,191   

Charles Schwab Corp.

     960,437  
2,666   

Evercore, Inc. Class A

     375,293  
30,804   

Franklin Resources, Inc.

     985,420  
390   

Intercontinental Exchange, Inc.

     46,293  
49,599   

Invesco Ltd.

     1,325,781  
34,551   

Jefferies Financial Group, Inc.

     1,181,644  
3,368   

Morgan Stanley

     308,812  
8,336   

Raymond James Financial, Inc.

     1,082,847  
57,051   

SLM Corp.

     1,194,648  
2,566   

Synchrony Financial

     124,502  
     

 

 

 
        12,220,106  
     

 

 

 
  

Energy - 1.3%

  
90,952   

Cabot Oil & Gas Corp.

     1,588,022  
10,614   

Cheniere Energy, Inc.*

     920,658  
37,910   

Exxon Mobil Corp.

     2,391,363  
     

 

 

 
        4,900,043  
     

 

 

 
  

Food & Staples Retailing - 2.5%

  
2,887   

Casey’s General Stores, Inc.

     561,926  
3,407   

Costco Wholesale Corp.

     1,348,048  
81,016   

Kroger Co.

     3,103,723  
34,475   

Walmart, Inc.

     4,861,664  
     

 

 

 
        9,875,361  
     

 

 

 
  

Food, Beverage & Tobacco - 3.2%

  
14,771   

Archer-Daniels-Midland Co.

     895,123  
518   

Boston Beer Co., Inc. Class A*

     528,774  
14,322   

Bunge Ltd.

     1,119,264  
1,604   

Campbell Soup Co.

     73,126  
29,009   

Coca-Cola Co.

     1,569,677  
3,930   

Conagra Brands, Inc.

     142,973  
4,651   

Darling Ingredients, Inc.*

     313,943  
52,006   

Flowers Foods, Inc.

     1,258,545  
17,119   

General Mills, Inc.

     1,043,061  
711   

Hershey Co.

     123,842  
14,110   

JM Smucker Co.

     1,828,233  
5,848   

Kellogg Co.

     376,202  
20,624   

PepsiCo., Inc.

     3,055,858  
3,007   

Philip Morris International, Inc.

     298,024  
     

 

 

 
        12,626,645  
     

 

 

 
  

Health Care Equipment & Services - 6.6%

  
22,274   

Abbott Laboratories

     2,582,225  
55   

Align Technology, Inc.*

     33,605  


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
5,928   

Amedisys, Inc.*

   $ 1,451,945  
1,878   

Anthem, Inc.

     717,020  
10,200   

Cardinal Health, Inc.

     582,318  
1,106   

Centene Corp.*

     80,661  
8,071   

Cerner Corp.

     630,829  
14,058   

CVS Health Corp.

     1,173,000  
22,587   

DaVita, Inc.*

     2,720,152  
10,864   

Globus Medical, Inc. Class A*

     842,286  
866   

Haemonetics Corp.*

     57,710  
9,835   

Henry Schein, Inc.*

     729,659  
6,190   

Hologic, Inc.*

     412,997  
1,587   

IDEXX Laboratories, Inc.*

     1,002,270  
623   

Integra LifeSciences Holdings Corp.*

     42,514  
119   

Laboratory Corp. of America Holdings*

     32,826  
4,534   

LHC Group, Inc.*

     907,979  
4,654   

Masimo Corp.*

     1,128,362  
3,529   

McKesson Corp.

     674,886  
10,540   

Molina Healthcare, Inc.*

     2,667,252  
3,682   

Novocure Ltd.*

     816,741  
4,427   

Omnicell, Inc.*

     670,469  
10,850   

Premier, Inc. Class A

     377,472  
7,287   

Quidel Corp.*

     933,610  
1,475   

ResMed, Inc.

     363,617  
2,303   

STERIS plc

     475,109  
9,144   

UnitedHealth Group, Inc.

     3,661,623  
649   

West Pharmaceutical Services, Inc.

     233,056  
     

 

 

 
              26,002,193  
     

 

 

 
  

Household & Personal Products - 1.9%

  
8,683   

Clorox Co.

     1,562,159  
13,201   

Colgate-Palmolive Co.

     1,073,901  
3,990   

Kimberly-Clark Corp.

     533,782  
24,574   

Procter & Gamble Co.

     3,315,770  
4,042   

WD-40 Co.

     1,035,924  
     

 

 

 
        7,521,536  
     

 

 

 
  

Insurance - 3.1%

  
6,246   

Aflac, Inc.

     335,160  
8,193   

Allstate Corp.

     1,068,695  
3,116   

Arthur J Gallagher & Co.

     436,489  
4,850   

Assurant, Inc.

     757,473  
2,248   

Chubb Ltd.

     357,297  
28,832   

CNA Financial Corp.

     1,311,568  
2,741   

Erie Indemnity Co. Class A

     529,972  
1,433   

Everest Re Group Ltd.

     361,130  
4,198   

Kemper Corp.

     310,232  
21,544   

MetLife, Inc.

     1,289,409  
35,930   

Old Republic International Corp.

     895,016  
7,534   

Principal Financial Group, Inc.

     476,074  
27,914   

Progressive Corp.

     2,741,434  
9,124   

Travelers Cos., Inc.

     1,365,954  
     

 

 

 
        12,235,903  
     

 

 

 
  

Materials - 4.1%

  
4,765   

AptarGroup, Inc.

     671,103  
7,359   

Avery Dennison Corp.

     1,547,156  
4,679   

Ball Corp.

     379,093  
12,674   

Berry Plastics Group, Inc.*

     826,598  
9,163   

Crown Holdings, Inc.

     936,550  
15,024   

Graphic Packaging Holding Co.

     272,535  
25,737   

International Paper Co.

     1,577,935  
16,748   

Newmont Corp.

     1,061,488  
7,917   

Nucor Corp.

     759,478  
17,132   

Packaging Corp. of America

     2,320,015  
3,657   

PPG Industries, Inc.

     620,849  
5,413   

Reliance Steel & Aluminum Co.

     816,822  


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
10,632   

RPM International, Inc.

   $ 942,846  
4,796   

Scotts Miracle-Gro Co.

     920,448  
13,563   

Sealed Air Corp.

     803,608  
903   

Sherwin-Williams Co.

     246,022  
10,964   

Sonoco Products Co.

     733,492  
14,393   

Steel Dynamics, Inc.

     857,823  
     

 

 

 
        16,293,861  
     

 

 

 
  

Media & Entertainment - 6.1%

  
10,629   

Activision Blizzard, Inc.

     1,014,432  
1,538   

Alphabet, Inc. Class A*

     3,755,473  
22,824   

Altice USA, Inc. Class A*

     779,211  
55   

Cable One, Inc.

     105,205  
1,416   

Charter Communications, Inc. Class A*

     1,021,573  
60,076   

Comcast Corp. Class A

     3,425,533  
20,689   

Discovery, Inc. Class A*(1)

     634,739  
3,110   

Electronic Arts, Inc.

     447,311  
12,375   

Facebook, Inc. Class A*

     4,302,911  
22,806   

Interpublic Group of Cos., Inc.

     740,967  
2,876   

Match Group, Inc.*

     463,755  
3,057   

Netflix, Inc.*

     1,614,738  
6,187   

New York Times Co. Class A

     269,444  
26,215   

News Corp. Class A

     675,561  
8,913   

Omnicom Group, Inc.

     712,951  
5,481   

Snap, Inc. Class A*

     373,475  
10,388   

Take-Two Interactive Software, Inc.*

     1,838,884  
10,964   

Walt Disney Co.*

     1,927,142  
     

 

 

 
              24,103,305  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 8.9%

  
31,271   

AbbVie, Inc.

     3,522,365  
467   

Agilent Technologies, Inc.

     69,027  
9,326   

Alexion Pharmaceuticals, Inc.*

     1,713,280  
3,645   

Amgen, Inc.

     888,469  
1,901   

Bio-Rad Laboratories, Inc. Class A*

     1,224,795  
17,336   

Blueprint Medicines Corp.*

     1,524,875  
5,787   

Bristol-Myers Squibb Co.

     386,687  
17,718   

Eli Lilly & Co.

     4,066,635  
8,920   

Gilead Sciences, Inc.

     614,231  
10,537   

Horizon Therapeutics plc*

     986,685  
12,353   

Jazz Pharmaceuticals plc*

     2,194,387  
22,378   

Johnson & Johnson

     3,686,552  
44,920   

Merck & Co., Inc.

     3,493,428  
702   

Mettler-Toledo International, Inc.*

     972,509  
4,496   

Organon & Co.*

     136,049  
58,099   

Pfizer, Inc.

     2,275,157  
2,845   

Regeneron Pharmaceuticals, Inc.*

     1,589,046  
901   

Seagen, Inc.*

     142,250  
5,043   

Thermo Fisher Scientific, Inc.

     2,544,042  
14,754   

United Therapeutics Corp.*

     2,647,015  
1,408   

Waters Corp.*

     486,619  
     

 

 

 
        35,164,103  
     

 

 

 
  

Real Estate - 3.9%

  
4,378   

Alexandria Real Estate Equities, Inc. REIT

     796,533  
8,549   

American Homes 4 Rent Class A, REIT

     332,129  
17,824   

Americold Realty Trust REIT

     674,638  
10,589   

CBRE Group, Inc. Class A*

     907,795  
4,392   

Coresite Realty Corp. REIT

     591,163  
3,406   

Crown Castle International Corp. REIT

     664,511  
32,376   

CubeSmart REIT

     1,499,656  
9,086   

Digital Realty Trust, Inc. REIT

     1,367,079  
8,985   

Duke Realty Corp. REIT

     425,440  
657   

Equinix, Inc. REIT

     527,308  
11,063   

Extra Space Storage, Inc. REIT

     1,812,341  
2,765   

Innovative Industrial Properties, Inc. REIT

     528,170  


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
17,137   

Iron Mountain, Inc. REIT

   $ 725,238  
291   

Jones Lang LaSalle, Inc. REIT*

     56,879  
15,991   

Life Storage, Inc. REIT

     1,716,634  
8,901   

Medical Properties Trust, Inc. REIT

     178,910  
8,658   

Public Storage REIT

     2,603,374  
1,558   

STORE Capital Corp. REIT

     53,767  
     

 

 

 
        15,461,565  
     

 

 

 
  

Retailing - 7.9%

  
3,070   

Advance Auto Parts, Inc.

     629,780  
917   

Amazon.com, Inc.*

     3,154,627  
1,049   

AutoZone, Inc.*

     1,565,339  
7,677   

Best Buy Co., Inc.

     882,701  
12,957   

Dollar General Corp.

     2,803,765  
20,254   

Dollar Tree, Inc.*

     2,015,273  
22,343   

eBay, Inc.

     1,568,702  
1,298   

Foot Locker, Inc.

     79,996  
4,935   

Genuine Parts Co.

     624,129  
10,840   

Home Depot, Inc.

     3,456,768  
1,103   

Lithia Motors, Inc. Class A

     379,035  
2,994   

Lowe’s Cos., Inc.

     580,746  
1,880   

O’Reilly Automotive, Inc.*

     1,064,475  
4,985   

Pool Corp.

     2,286,420  
175,280   

Qurate Retail, Inc.

     2,294,415  
4,218   

Stamps.com, Inc.*

     844,823  
20,881   

Target Corp.

     5,047,773  
2,747   

TJX Cos., Inc.

     185,203  
8,934   

Tractor Supply Co.

     1,662,260  
     

 

 

 
              31,126,230  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.4%

  
2,991   

Applied Materials, Inc.

     425,918  
5,799   

Broadcom, Inc.

     2,765,195  
2,281   

Entegris, Inc.

     280,495  
14,371   

First Solar, Inc.*

     1,300,719  
35,831   

Intel Corp.

     2,011,552  
2,427   

KLA Corp.

     786,858  
9,652   

Lattice Semiconductor Corp.*

     542,249  
10,782   

Maxim Integrated Products, Inc.

     1,135,992  
3,982   

Micron Technology, Inc.*

     338,390  
1,113   

Monolithic Power Systems, Inc.

     415,650  
2,175   

NVIDIA Corp.

     1,740,218  
7,772   

Power Integrations, Inc.

     637,770  
4,291   

Qorvo, Inc.*

     839,534  
26,856   

QUALCOMM, Inc.

     3,838,528  
487   

SolarEdge Technologies, Inc.*

     134,592  
5,706   

Teradyne, Inc.

     764,376  
10,118   

Texas Instruments, Inc.

     1,945,692  
8,477   

Xilinx, Inc.

     1,226,113  
     

 

 

 
        21,129,841  
     

 

 

 
  

Software & Services - 11.8%

  
5,363   

Accenture plc Class A

     1,580,959  
5,727   

Adobe, Inc.*

     3,353,960  
6,942   

Akamai Technologies, Inc.*

     809,437  
16,874   

Alarm.com Holdings, Inc.*

     1,429,228  
13,814   

Amdocs Ltd.

     1,068,651  
2,081   

Aspen Technology, Inc.*

     286,221  
5,118   

Automatic Data Processing, Inc.

     1,016,537  
6,777   

Black Knight, Inc.*

     528,470  
10,957   

Broadridge Financial Solutions, Inc.

     1,769,884  
9,103   

Cadence Design Systems, Inc.*

     1,245,472  
9,258   

Citrix Systems, Inc.

     1,085,686  
18,196   

Cognizant Technology Solutions Corp. Class A

     1,260,255  
18,857   

Dolby Laboratories, Inc. Class A

     1,853,455  
1,603   

EPAM Systems, Inc.*

     819,069  


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
4,168   

Five9, Inc.*

   $ 764,370  
6,952   

International Business Machines Corp.

     1,019,094  
2,269   

Intuit, Inc.

     1,112,196  
13,220   

j2 Global, Inc.*

     1,818,411  
2,420   

Jack Henry & Associates, Inc.

     395,694  
3,067   

Mastercard, Inc. Class A

     1,119,731  
11,345   

MAXIMUS, Inc.

     998,020  
12,856   

Microsoft Corp.

     3,482,690  
1,895   

MicroStrategy, Inc. Class A*(1)

     1,259,228  
30,727   

Nortonlifelock, Inc.

     836,389  
17,848   

Nuance Communications, Inc.*

     971,645  
34,270   

Oracle Corp.

     2,667,577  
353   

Palo Alto Networks, Inc.*

     130,981  
15,268   

Paychex, Inc.

     1,638,256  
8,121   

PayPal Holdings, Inc.*

     2,367,109  
299   

RingCentral, Inc. Class A*

     86,883  
6,482   

salesforce.com, Inc.*

     1,583,358  
882   

ServiceNow, Inc.*

     484,703  
4,350   

Synopsys, Inc.*

     1,199,687  
1,565   

Tyler Technologies, Inc.*

     707,959  
5,440   

Verint Systems, Inc.*

     245,181  
6,570   

Visa, Inc. Class A

     1,536,197  
7,790   

VMware, Inc. Class A*(1)

     1,246,166  
25,617   

Western Union Co.

     588,423  
1,260   

Zendesk, Inc.*

     181,868  
     

 

 

 
        46,549,100  
     

 

 

 
  

Technology Hardware & Equipment - 7.6%

  
6,758   

Amphenol Corp. Class A

     462,315  
28,526   

Apple, Inc.

     3,906,921  
17,255   

Arrow Electronics, Inc.*

     1,964,137  
698   

CDW Corp.

     121,906  
19,217   

Ciena Corp.*

     1,093,255  
64,068   

Cisco Systems, Inc.

     3,395,604  
21,731   

Corning, Inc.

     888,798  
6,889   

F5 Networks, Inc.*

     1,285,901  
39,742   

Flex Ltd.*

     710,190  
6,899   

Hewlett Packard Enterprise Co.

     100,587  
92,396   

HP, Inc.

     2,789,435  
24,694   

Juniper Networks, Inc.

     675,381  
12,170   

Keysight Technologies, Inc.*

     1,879,170  
4,394   

Motorola Solutions, Inc.

     952,839  
11,697   

NCR Corp.*

     533,500  
41,807   

NetApp, Inc.

     3,420,649  
42,223   

Seagate Technology Holdings plc

     3,712,668  
1,827   

Trimble, Inc.*

     149,503  
2,418   

Ubiquiti, Inc.

     754,875  
2,015   

Zebra Technologies Corp. Class A*

     1,066,922  
     

 

 

 
        29,864,556  
     

 

 

 
  

Telecommunication Services - 2.8%

  
104,041   

AT&T, Inc.

     2,994,300  
3,757   

Lumen Technologies, Inc.

     51,058  
21,627   

T-Mobile U.S., Inc.*

     3,132,238  
85,064   

Verizon Communications, Inc.

     4,766,136  
     

 

 

 
              10,943,732  
     

 

 

 
  

Transportation - 2.7%

  
2,612   

AMERCO

     1,539,513  
18,147   

CH Robinson Worldwide, Inc.

     1,699,829  
11,829   

Expeditors International of Washington, Inc.

     1,497,551  
4,286   

FedEx Corp.

     1,278,642  
3,001   

J.B. Hunt Transport Services, Inc.

     489,013  
7,275   

Landstar System, Inc.

     1,149,596  
2,777   

Saia, Inc.*

     581,754  


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

Shares or Principal Amount

     Market Value  
11,678     

United Parcel Service, Inc. Class B

 

   $ 2,428,674  
          

 

 

 
             10,664,572  
          

 

 

 
    

Utilities - 4.7%

 

9,624     

Alliant Energy Corp.

 

     536,634  
14,160     

Ameren Corp.

 

     1,133,366  
4,918     

American Electric Power Co., Inc.

 

     416,014  
4,219     

American Water Works Co., Inc.

 

     650,274  
3,513     

Atmos Energy Corp.

 

     337,634  
16,365     

Avangrid, Inc.

 

     841,652  
16,152     

CMS Energy Corp.

 

     954,260  
15,651     

Consolidated Edison, Inc.

 

     1,122,490  
5,475     

Dominion Energy, Inc.

 

     402,796  
2,646     

DTE Energy Co.

 

     342,922  
11,256     

Duke Energy Corp.

 

     1,111,192  
2,325     

Edison International

 

     134,432  
4,216     

Eversource Energy

 

     338,292  
24,234     

Exelon Corp.

 

     1,073,809  
6,480     

IDACORP, Inc.

 

     631,800  
11,049     

MDU Resources Group, Inc.

 

     346,276  
36,689     

NextEra Energy, Inc.

 

     2,688,570  
17,874     

NRG Energy, Inc.

 

     720,322  
8,861     

Ormat Technologies, Inc.

 

     616,105  
14,014     

PPL Corp.

 

     391,972  
12,349     

Public Service Enterprise Group, Inc.

 

     737,729  
17,236     

Southern Co.

 

     1,042,950  
10,794     

WEC Energy Group, Inc.

 

     960,126  
14,240     

Xcel Energy, Inc.

 

     938,131  
          

 

 

 
             18,469,748  
          

 

 

 
    

Total Common Stocks
(cost $333,087,325)

 

   $ 392,211,536  
          

 

 

 

Short-Term Investments - 0.7%

 

    

Securities Lending Collateral - 0.7%

 

418,055     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2)

 

     418,055  
2,167,778     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2)

 

     2,167,778  
110,072     

Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2)

 

     110,072  
          

 

 

 
             2,695,905  
          

 

 

 
    

U.S. Treasury Securities - 0.0%

 

11,000     

U.S. Treasury Bills - 0.0%
0.05%, 05/19/2022(3)(4)

 

     10,993  
          

 

 

 
    

Total Short-Term Investments
(cost $2,706,900)

 

   $ 2,706,898  
          

 

 

 
    

Total Investments
(cost $335,794,225)

     100.3%      $ 394,918,434  
    

Other Assets and Liabilities

     (0.3)%        (1,370,054
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $     393,548,380  
       

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

  * 

Non-income producing.

  (1)

Represents entire or partial securities on loan.

  (2)

Current yield as of period end.


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

  (3) 

The rate shown represents current yield to maturity.

  (4) 

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of June 30, 2021, the market value of securities pledged was $10,993.

 

Futures Contracts Outstanding at June 30, 2021  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

S&P 500 (E-Mini) Future

     6      09/17/2021    $             1,286,580      $             17,051    
           

 

 

 

Total futures contracts

 

   $             17,051    
           

 

 

 

 

   

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

  GLOSSARY: (abbreviations used in preceding Schedule of Investments)
  Other Abbreviations:                 
     REIT    Real Estate Investment Trust


     
    Hartford Multifactor US Equity ETF    
 

 

Schedule of Investments – (continued)

June 30, 2021 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 2,414,172       $ 2,414,172       $ —       $ —   

Banks

     9,360,351         9,360,351         —         —   

Capital Goods

     17,480,989         17,480,989         —         —   

Commercial & Professional Services

     5,782,895         5,782,895         —         —   

Consumer Durables & Apparel

     8,473,999         8,473,999         —         —   

Consumer Services

     3,546,730         3,546,730         —         —   

Diversified Financials

     12,220,106         12,220,106         —         —   

Energy

     4,900,043         4,900,043         —         —   

Food & Staples Retailing

     9,875,361         9,875,361         —         —   

Food, Beverage & Tobacco

     12,626,645         12,626,645         —         —   

Health Care Equipment & Services

     26,002,193         26,002,193         —         —   

Household & Personal Products

     7,521,536         7,521,536         —         —   

Insurance

     12,235,903         12,235,903         —         —   

Materials

     16,293,861         16,293,861         —         —   

Media & Entertainment

     24,103,305         24,103,305         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     35,164,103         35,164,103         —         —   

Real Estate

     15,461,565         15,461,565         —         —   

Retailing

     31,126,230         31,126,230         —         —   

Semiconductors & Semiconductor Equipment

     21,129,841         21,129,841         —         —   

Software & Services

     46,549,100         46,549,100         —         —   

Technology Hardware & Equipment

     29,864,556         29,864,556         —         —   

Telecommunication Services

     10,943,732         10,943,732         —         —   

Transportation

     10,664,572         10,664,572         —         —   

Utilities

     18,469,748         18,469,748         —         —   

Short-Term Investments

     2,706,898         2,695,905         10,993         —   

Futures Contracts(2)

     17,051         17,051         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         394,935,485       $         394,924,492       $         10,993       $                 —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) 

For the period ended June 30, 2021, there were no transfers in and out of Level 3.

  (2) 

Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.


HARTFORD MULTIFACTOR ETFs

NOTES TO THE SCHEDULES OF INVESTMENTS

June 30, 2021 (Unaudited)

1.  Investment Valuation and Fair Value Measurements:

Lattice Strategies Trust (the “Trust”), which consists of multiple investment series (each a “Fund” and, collectively, “Funds”) values securities and other investments as follows: For each Fund’s shares (“Shares”), net asset value per Share is computed by dividing the value of the net assets of the Fund (i.e., the value of its total assets less total liabilities) by the total number of Shares outstanding. Expenses and fees, including the management fees, are accrued daily and taken into account for purposes of determining net asset value. The net asset value of a Fund is calculated by the State Street Bank and Trust Company (“State Street”) and determined as of the close of the regular trading session on the NYSE Arca (ordinarily 4:00 p.m. Eastern time) on each day that such exchange is open. Fixed-income assets are generally valued as of the announced closing time for trading in fixed-income instruments in a particular market or exchange. Creation/redemption order cut-off times may be earlier on any day that the Securities Industry and Financial Markets Association (or applicable exchange or market on which a Fund’s investments are traded) announces an early closing time. Any assets or liabilities denominated in currencies other than the U.S. dollar are converted into U.S. dollars at market rates on the date of valuation (generally as of 4:00 p.m. London time) as quoted by one or more sources.

The net asset value per share (“NAV”) is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept purchase and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to a Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

For purposes of calculating the NAV, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Trustees of the Trust (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade, do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange. If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the (“Exchange Close”) Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.


Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or sell shares of a Fund.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Trustees has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser(s), as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Trustees.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semi-annual or Annual Report.